Work as a performer: McMillan danced a wide range of leading roles as a soloist both with companies and freelance including Rambert, English National Ballet, Royal New Zealand Ballet, Sydney Dance Company. Choreographic commissions include: work for Rambert, Ballet Vlaanderen, Royal Opera House, Royal New Zealand Ballet, Milwaukee Ballet, Ballet Collective Aotearoa, Rambert School, Brisbane Festival (Queensland Ballet, EDC [now ADC], Dance North) TrinityLaban, Palucca Dresden, BBC Proms and Channel 4.
He has served as Artist in Residence at the Hong Kong Academy for Performing Arts and Dance East and is a recipient of the New Generation Artist Award from the New Zealand Arts Foundation.