McMillian was born in Olathe, Kansas and grew up in Kansas City and Olathe, attending Blue Valley Northwest High School. He has said that during his teen years, he was not a "full-on nerd [but was] reading comic books ... wasn't good in sports" and "got picked on a lot".
McMillian attended Interlochen Arts Academy and Carnegie Mellon University, where he was spotted and signed by an agent after a showcase audition.
McMillian has acted in films and television shows and has contributed voice work to a number of video games. He garnered attention for his starring role in the independent film Dorian Blues, playing a young man struggling with his family's reaction to his coming out. He played Greg in the original pilot episode of Luis, but gave up the series in favor of making his then-recurring What I Like About You character, Henry Gibson, a regular. McMillian also penned an episode during the third season of What I Like About You. He also played the role of Harper in the TNT's Saved. His most recent film role was in Imagine That.