After going unselected in the
2022 NFL draft, the
Denver Broncos signed McMillian as an undrafted free agent. He was waived at the final roster cuts, on August 30, 2022. The Broncos signed him to their practice squad the next day, where he remained until January 3, 2023, when he was elevated to the active roster. McMillian made his professional debut 5 days later as a starter in the Broncos' Week 18 matchup against the
Los Angeles Chargers, in which he played every defensive snap. In his second season, he appeared in 16 games and started three. He finished with two sacks, 51 total tackles (37 solo), two interceptions, five passes defended, two forced fumbles, and two fumble recoveries in the 2023 season. As the season progressed, McMillian became the Broncos' primary
nickel corner after
Essang Bassey was cut from the team and
K'Waun Williams spent the entire season on injured reserve. In Week 13 of the
2024 season against the
Cleveland Browns with less than two minutes remaining in the fourth quarter and the Broncos leading 34–32, McMillian intercepted a pass by
Jameis Winston and returned it 44 yards for a touchdown, effectively sealing the game for the Broncos. On March 4, 2025, the Broncos assigned his exclusive-rights free agent tender, keeping him under contract through the
2025 season. McMillian was instrumental in the Broncos' Week 11 victory against the
Kansas City Chiefs, recording an interception and two sacks. With the win the Broncos moved to a record of 9–2 and obtained a two-game lead for first place in the
AFC West. During the Broncos Divisional Round matchup against the
Buffalo Bills, McMillian intercepted
Josh Allen in overtime, ripping the ball away from
Brandin Cooks to give the Broncos the ball. They would end up kicking a game-winning field goal on the subsequent drive, advancing to the AFC Championship. On February 27, 2026, the Broncos placed a second-round restricted free agent tender on McMillian worth $5.8 million. ==NFL career statistics==