While in college, McMillan coached youth teams in Mountain Brook, and became the junior varsity head coach in 2006. McMillan was hired as the head coach at Mountain Brook in 2008. He won three
7A basketball championships, two 6A basketball championships for Mountain Brook. He coached the Spartans to two championship runner-ups, seven final four appearances, 10 regional appearances and nine area titles. McMillan was named the coach of the 2019 Alabama-Mississippi All-Star Game. McMillan drew attention for his uptempo and aggressive style of play, nicknamed "Bucky Ball", and his team posted a 96–83 upset at
Belmont on December 5, 2020. In his first season, Samford finished 6-13 overall and 2-9 in the
Southern Conference, and had eight games canceled due to COVID-19 precautions. In 2022, McMillan was named
Southern Conference Coach of the Year by the media. On April 5th, 2025, Texas A&M announced the hiring of McMillan as their head men's basketball coach. ==Head coaching record==