The former Otago and Olympic swimmer will lead a 12-strong group aiming to become the first New Zealand surf life-saving team to win three consecutive world titles when they compete at the Rescue 2016 Lifesaving World Championships in the Netherlands.
The team had a final hit-out on the Gold Coast earlier this month and will leave for the Netherlands on Saturday having ''done everything we can''.
''We've talked a lot about pressure being a privilege and we've definitely got a target on our back this time,'' McMillan said.
The Black Fins wrested the title off Australia in Adelaide at the biennial event in 2012 and defended it in France in 2014.
''Four years ago we were still kind of the underdogs and took the surf life-saving world by surprise.
Two years ago in France we still weren't the favourites, with Australia claiming that title.
''But this year we have the favourite tag and we've talked about walking towards the challenge and not letting it overcome us.
''We've done everything we can in our preparation. We've had amazing training camps on the Gold Coast and simulated what the world champs are going to be like and getting used to backing up in races and things like that. It will all come down to how we compose ourselves over there.''
McMillan anticipates Australia and France will be the main threats, while Germany, Italy and the Netherlands will also present a challenge.
''A lot of them [Australians] grow up on the beach, so they will be the main competition, but the French team put up a really good effort in 2014 on their home turf.
McMillan represented New Zealand at the London Olympics in 2012, competing in the 4 x 200m freestyle and 4 x 100m medley relay events.
The 31-year-old lives in Auckland, where he is a teacher and a swim coach. He also shares in a small business with his father selling cherry wine.
Rescue 2016 is being staged in Eindhoven and Noordwijk. The international teams events take place from September 6-12.
New Zealand will also send a youth team, the Junior Black Fins.
