Millen graduated with an acting degree from the Unitec School of Performing and Screen Arts in 1999. He has since appeared on TV in Shortland Street, Step Dave, Terry Teo and 800 Words.

In 2005, he produced The Comedy Pilots for TV2 (under his company name Longline Productions). In 2007, he created and co-produced the sketch comedy series, The Millen Baird Show, which was nominated Best Comedy Programme at the 2009 Qantas Film & TV Awards. He co-created the web series, Auckland Daze, for TVNZ On Demand in 2011 and won Best Comedy Script at the 2012 and 2014 NZ Writers Guild Awards for his work on the show.

In 2017, he released the web series, Darryl. An Outward Bound Story, for TVNZ On Demand, which the NZ Herald called “a rare comedy gem.” Millen and his frequent collaborator, John Argall, won Best Comedy Script for Darryl at the NZ Writers Guild Awards and The NZTV Awards in 2017.

In 2018, Millen and John released the web series, Leeway, which aired on Radio Hauraki and Air New Zealand. In 2019, Millen wrote, directed and acted in Darryl. a Beach to Snow Story for TVNZ On Demand.