After going unselected in the 2022 NFL draft, the Denver Broncos signed McMillian as an undrafted free agent.[6] He was waived at the final roster cuts, on August 30, 2022.[7] The Broncos signed him to their practice squad the next day,[8] where he remained until January 3, 2023, when he was elevated to the active roster.[9] 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.[10] 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.[11]
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.[12]