Early in his playing career, Millen won the Scottish Challenge Cup twice with Hamilton. During his spell with Kilmarnock he won a Scotland B cap against Wales B. Millen earned fame later in his career for continuing to play at a senior level despite his advanced professional age. When he played for St Mirren against Dundee United on 5 May 2007 at Tannadice, he became the oldest player to play in the Scottish Premier League. He broke the record set by AberdeengoalkeeperJim Leighton, who was aged 41 years and 302 days when he last played in the SPL. Gus MacPherson argued that Millen's record is more notable because Millen played in the more physical role of an outfield player. Millen took control of the St Mirren team for a match against Motherwell in November 2007, after a family bereavement prevented Gus MacPherson from attending the match, which ended in a 1–1 draw. Millen announced his intention to retire from first teamfootball in June 2008. During his time with St Mirren, he won the Scottish Challenge Cup and the Scottish First Division in the 2005–06 season. Millen's last league appearance was against Hearts on 15 March 2008, which meant that he set the SPL record for oldest player at 42 years and 279 days, almost a whole year more than the previous record. Millen continued working as assistant manager to Gus MacPherson after retiring as a player. After Danny Lennon was appointed as manager, however, Millen left the club to allow Lennon to appoint his own backroom staff. Millen was appointed as Billy Reid's new assistant at Hamilton Academical in July 2010. He left the club in December due to a contract dispute. Due to an injury to James Brough, Millen re-registered as a player to sign for amateurs Queen's Park in January 2011. Millen was appointed assistant manager of Queen of the South on his 46th birthday on 10 June 2011. Millen parted company with Queens on 30 April 2012, alongside MacPherson, after the club was relegated to the Scottish Second Division. He then became assistant to Mark Roberts at Ayr United and was appointed caretaker manager in December 2014, after Roberts was sacked. Millen was appointed Development Squad Manager at Greenock Morton in May 2015. He left the club in May 2017 to take any opportunity elsewhere. It was announced that he had taken over the development squad manager's role at Kilmarnock.
