Yet the defender admits he is having the time of his life as the Jags fight for their SPFL Premiership survival.
Thistle looked as if they were heading towards their third straight defeat at the weekend as Stevie May's strike put St Johnstone ahead at McDiarmid Park.
But with just seconds left to play, super-sub Kris Doolan, who netted last time out in Perth, popped up to rescue a point for Alan Archibald's side to keep them two points above St Mirren and the relegation play-off place.
The top-flight newcomers are one of five teams still in danger of facing a two-game shoot-out with a team from the Championship.
But McMillan revealed he is loving the physicality and drama of the basement battle.
The Jags defender said: "I've never experienced a relegation fight before, but to be honest it's something that I have enjoyed.
"You look forward to the end of the games and looking at the results from the other games.
"I think we would have been really upset against St Johnstone if we didn't take something, despite starting slowly.
"It's going to be a battle. For the fans the play-offs have added an edge.
"Obviously it's not going to be nice for whoever lands that spot and they only have two games to stay up, but it's a good spectacle.
"I've enjoyed it, I just hope it's not us involved."
Thistle enjoyed the bulk of possession on Saturday as they battled for a point which for much of the second half never looked like materialising.
A series of high balls saw the Saints' defence creak before Doolan's strike eventually sank their hopes of a third win in a row.
Despite going down early on and their aerial assault on the home goal, Archibald's team continued to stick to their passing mantra in a bid to break down Tommy Wright's team.
While much of their passing in the early stages appeared hurried and, at times, nervous, the Jags soon settled into a rhythm which stifled any creativity in the middle of the St Johnstone midfield.
"It's down to hard work, teams like St Johnstone never give up. But we did that, we matched them, I think we were the better team," said McMillan.
"We fully deserved a point. We came up last year playing good football.
"The gaffer has tried to keep that but when you are in the relegation area you need to fight."
Next up for Thistle is the visit of doomed Hearts to Firhill on Saturday. And former Rangers youngster McMillan reckons the fact the Jags still have their fate in their own hands will provide comfort as they bid to not join the Jambos for the drop.
He said: "The first thing we asked after the game is 'how did the other teams get on?'
"I'm sure Kilmarnock, Ross County and St Mirren will be doing the same.
"But it's not about that, it's about still working hard and hoping we can get results. We are going into the split so we will be playing each other so things are in our own hands."