McMillian decided to play professionally in Ireland at which time basketball was experiencing a boom in popularity. McMillian joined Burgerland in the summer of 1982,and quickly emerged as one of the stars of the league. From there McMilliam played with many teams including Street Vincents, Tolka Rovers, Tridents, University College Dublin Marian, North Mon and Denny Notre Dame.
After a standout career at the University of Pittsburgh, including winning an Eastern Eight tournament Most Valuable Player while helping Pitt win the 1981 conference championship, McMilliam narrowly missed out on the National Basketball Association draft and opted to go overseas. In his first season he won a championship. McMillian has won four Irish Cups (one with North Mon and three with Notre Dame), including one cup final Most Valuable Player for Notre Dame in the 1996 cup final. During that season Lennie received the Irish Sportsman of the week award (an award given out by the Irish Independent) for his performance against Star of the Sea in the Sprite cup quarter final. He helped Notre Dame overcome a 30-point deficit on the way to their second cup win.
