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A photograph of a similar "Atlas Trade" hardwood long handle, round mouth shovel has been released by police.
Police want to hear from anyone who may have found the item anytime after Monday December 3.
The shovel is an "Atlas Trade Hardwood Long Handle Round Mouth Shovel".
Detective Inspector Scott Beard said: "At this point we don't know where this item is. It could be anywhere between the Scenic Drive and central Auckland areas"."Someone may have come across it, picked it up and taken it home. We need to speak to that person or anyone who has seen it."
Beard said the scene examination at Scenic Drive, where Millane's body was found, was now complete.
Millane's body was intact when it was recovered, he said.
"A large number of staff remain on the inquiry, as investigators continue to build a timeline to establish the exact circumstances of what occurred."
Hundreds of calls had been made to the police 0800 number and officers were continuing to work their way through all of the information provided.
Millane was last seen alive on December 1, the day before her 22nd birthday.
Her body was eventually found in bush on the side of Scenic Dr in the Waitakere Ranges on Sunday. The accused 26-year-old man was arrested and charged with her murder, appearing in court yesterday.
Millane, of Essex, who recently graduated from university, came to New Zealand as part of a year-long solo OE.
She arrived in Auckland just days before she was killed.