Millar had
player-manager roles at
Bangor,
Ballymena and
Brantwood, where he gained his European A Coaching Licence. He took up a full-time managerial position at
IFA Premiership side
Newry City in November 2005, getting the club into the top six in his
first season. Following the resignation of
Roy Coyle, he was appointed as the manager of
Glentoran in February 2006. Manager of the month in March 2006, he picked up the award for a second-successive month after "Glens" secured second place in the league. The
2006–07 season started with Millar's side clear at the top. A slump in the second half of the season saw them runners-up in the league for the second successive season. He was sacked in May 2007 after just 16 months in the job, he claimed he could "leave with his head held high" after securing a
UEFA Cup spot. A week later he returned to
Bangor, but quit that post in May 2008 after claiming an eight-match suspension handed to him by the
Irish Football Association hindered his ability to manage the club. He was appointed as manager of
IFA Championship side
Larne in December 2008. He led the
Inver Park club to eighth and ninth-place finishes in
2008–09,
2009–10 and
2010–11. On 16 January 2010, fighting broke about between Larne and
Newry City players and
coaching staff, and Millar was
sent off. An IFA Commission was set up to investigate the brawl, and Millar was handed a four-game ban, whilst the club were fined £1,200 and Larne player Anthony Lagan was suspended for the rest of the season. Newry chairman Paul McKenna condemned the lenient punishments, stating that the commission "bottled it", though the IFA ruled that they "acted fully in line with regulations and procedures". The fixture was abandoned and Newry were awarded a 2–1 victory. Larne finished tenth in
2011–12, and Millar resigned in April 2012 to take up the position as
Gary Hamilton's assistant at
Glenavon. After seven years at the club, Millar departed Glenavon on 2 April 2019 and returned to Glentoran as new manager
Mick McDermott's assistant. McDermott praised Millar when he picked up the Manager of the Month award for December 2021. McDermott was relived of his duties in January 2023. Millar remained as the club's sporting director. ==Personal life==