He represented St. John County in the Legislative Assembly of New Brunswick from 1816 to 1820.
He moved to a location on the Kennebecasis River in New Brunswick where he established himself as a shipbuilder.
A community known as Millidgeville, which later became part of Saint John, developed there.
Millidge was one of the founding members of the Saint John Chamber of Commerce, later serving as its president, and was a director for the Bank of New Brunswick, the New Brunswick Fire Insurance Company and the Saint John Water Company.
His daughter Harriet Maria married Hugh Johnston.