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.