In the fall 2009 legislative session, McMillan introduced a private members bill to protect the wild ponies of the Bronson Forest, which is in his constituency.
[2] In June 2010, he joined the provincial cabinet as Minister Responsible for Crown Investments Corporation, Saskatchewan Government Insurance, Information Services Corporation, and the Information Technology Office.
In September 2010, he was also appointed as the Minister Responsible for Saskatchewan Liquor and Gaming Authority.
In May 2012, he was appointed as Minister Responsible for Energy and Resources, Tourism Saskatchewan, Trade and SaskEnergy Incorporated.
[3] On September 30, 2014, McMillan left politics to take the position of president of the Canadian Association of Petroleum Producers.