Until January 2021, Dr. McMillan led the SPACEWATCH® Project which recovers and makes astrometric observations of Near-Earth Objects (NEOs).

McMillan's career has included studies of variable stars, statistics of stellar populations, interstellar dust, interstellar magnetic fields, planetary atmospheres, Doppler shift spectroscopy of stars, astronomical instrumentation, and surveys of asteroids. He has worked in the last four disciplines from 1979 to the present while at the Lunar and Planetary Laboratory at the University of Arizona. Some of McMillan's peer-reviewed first-author papers from the 1970s were still being cited and used as many as 40 years later.

McMillan's group at LPL was the first to publish stellar Doppler shift (radial velocity; RV) measurements better than +/-20 meters per second (m/s) in a refereed journal. They also made the first reliable detection of p-mode oscillations in a star other than the Sun (Arcturus), discovered the spectroscopic binary of then-longest known period (Epsilon Cygni), and established a new upper limit on the RV stability of the Sun observed as a point source. That limit was published in 1993, has been widely cited, and has been confirmed independently as recently as 2016 by other unaffiliated investigators. McMillan also further investigated techniques to measure the RVs of stars in ways that minimize confusion of Doppler shift measurements by effects intrinsic to stellar atmospheres. He returned to the field in 2007 as a collaborator with a group who used a prototype of a newly designed dispersed Fourier Transform Spectrometer to measure the RVs of binary stars with the 2.3-meter Bok Telescope of the Steward Observatory.

As Co-Investigator and Project Scientist of Prof. Tom Gehrels' SPACEWATCH® Project from 1980-1997, McMillan guided the physical realization of CCD surveying as a productive method of exploring the solar system for asteroids and comets. McMillan became the Principal Investigator of SPACEWATCH® in mid-1997. In 2000 McMillan discovered large Trans-Neptunian Object 2000 WR106, now known as Minor Planet (20000) Varuna. On 2005 Dec 28 he discovered minor planet 2005 YU55, a 300-meter diameter Earth-crossing asteroid that made a close approach to Earth on 2011 Nov 8. The 1.8-meter telescope was completed in 2002 and the 0.9-meter telescope was completely rebuilt with all new optics and detectors under McMillan's leadership. The 0.9-m telescope was fully automated in 2006. The 1.8-m telescope received a new imaging camera in 2011 October, which increased the rate of observations by 50% and improved astrometric accuracy by a factor of 2. In 2015 McMillan led the successful development of a camera for asteroid astrometry at the cassegrain focus of the 2.3-meter Bok telescope of the Steward Observatory.