McMillan was born in Aberdeen and studied at art schools in Aberdeen and London. He was Head of the Sculpture School at the Royal Academy from 1929-40. He began to exhibit sculpture at the Royal Academy Summer exhibitions in 1917 and continued to do so until the 1940s. 'The Birth of Venus' was shown there in 1931 and made specifically for exhibition purposes, although McMillan usually worked on commissions. Significant public works by the artist include fountains in Trafalgar Square and Regent's Park, a portrait of George VI in the Mall, London, and a double portrait in stone of the pilots Alcock and Brown at Heathrow airport.