His batting is often characterised by innovation and improvisation, notably with a "square on" stance, which he sometimes uses in One-day Internationals when he is premeditating a big hit to the legside. His medium pace bowling is characterised by an extremely high proportion of bouncers – highly belligerent for a part-time medium pace bowler.

His teammates call him "Gladiator" because of his resemblance to actor Russell Crowe especially his appearance in the movie Gladiator.

McMillan made his Test debut in 1997 against world champions Australia aged 22. At the Basin Reserve in 1998–99 he was part of a 137-run 6th wicket second innings partnership with Chris Cairns which won them the 2nd Test against India. Earlier in the year he had scored his highest Test score, 142 against Sri Lanka at R. Premadasa Stadium.

In the summer of 2000–01 in Hamilton, McMillan took 26 runs off a Younis Khan over which was a record at the time. To date he has made 3 ODI centuries, the first two against Pakistan, including an innings of 104 off 75 balls. It was the equal fastest ever century by a New Zealander. The record was broken by Jacob Oram in January 2007 but he reclaimed it with a 67 ball century against the Australians in Hamilton on 20 February 2007.

The Comeback

After being