The Bay of Plenty centurion transitioned into coaching while finishing playing professionally in Japan.
Upon his return to New Zealand, he held several age group and club roles in both Bay of Plenty and Wellington before taking the reins of his home province in 2015.
In 2017 McMillan was appointed as the New Zealand Provincial Barbarians Head Coach to face the British and Irish Lions during their 2017 tour of New Zealand. Later that year he was announced as the incoming Māori All Blacks Head Coach.
In 2019 McMillan led the Bay of Plenty Steamers to victory as head coach, claiming the Mitre 10 Cup Championship title at Rotorua International Stadium.
He took up the role of Interim Head Coach for the Gallagher Chiefs in 2021. In his first season as head coach, the team had nine wins across the season with an appearance against the Crusaders in the Sky Super Rugby Aotearoa Grand Final 2021.
In 2022 he took on a role as Assistant Coach for the All Blacks XV, touring Japan. In 2023 he then went on to lead the Gallagher Chiefs to a record 10-game winning streak with the team once again meeting the Crusaders in the DHL Super Rugby Pacific final.