McMillan earned immediate playing time his true freshman year at Arizona in 2022.[13][14] In his first career game, he had three receptions for 53 yards and a touchdown in the 38–20 victory over San Diego State.[15] On October 15 against Washington, he had seven receptions for 132 yards and two touchdowns in the 49–39 loss.[16] He finished the 2022 season leading all true freshmen nationally with 702 receiving yards and eight receiving touchdowns on 39 receptions.[17]
In the 2023 season, McMillan had 90 receptions for 1,402 yards (fifth-most in the nation) and ten touchdowns in 13 games.[18] Against Arizona State, McMillan caught 11 passes for 266 yards and two touchdowns, setting a new Territorial Cup receiving yards record as the Wildcats won 59–23.[19] He was named a third-team AP All-American at the end of the regular season.[20] In the 2023 Alamo Bowl against Oklahoma, McMillan had ten receptions for 160 yards for Arizona as they won 38–24, finishing the season on a seven-game winning streak.[21]
After coach Jedd Fisch departed Arizona to take the Washington head coaching job, McMillan elected to remain at Arizona for the 2024 season.[22] Prior to the season, McMillan was named a preseason first-team AP All-American and was a projected first-round pick in the 2025 NFL draft.[23][24] In the Wildcats' opening game of the 2024 season against New Mexico, McMillan caught ten passes for a school-record 304 yards and tied the school record with four touchdown catches in a 61–39 victory.[25] In a loss to West Virginia, he finished with ten receptions for 202 yards and a touchdown.[26] He finished the season third in the nation with 1,319 yards on 84 receptions. McMillan was named a 2024 Consensus All-American and was a finalist for the Fred Biletnikoff Award, losing to Travis Hunter.[27][28]
Following his junior season, McMillan declared for the 2025 NFL draft, finishing his collegiate career with 213 receptions, 3,423 receiving yards, and 26 touchdowns in three seasons. His 3,423 yards are the most in Wildcats program history, and his receptions and touchdowns rank in the top five in school history.[29][30]