McMillan and Otago team-mates Mat Harvie, Nick Beard and Shaun Haig were given a stirring farewell by the pupils from years 3 to 6 at Kaikorai Primary School yesterday.
The children sang the national anthem, got stuck into a ferocious haka and performed a traditional Indian stick dance as a way of sending the Volts off with their best wishes.
McMillan found the occasion "touching" and said the team had received lots of support.
"When they've gone to that much trouble, it sort of makes you realise you are playing for all of Otago and everybody is behind us," McMillan said.
The Otago players leave Dunedin tomorrow bound for Brisbane, where they will play a series of warm-up matches against the Queensland Academy and South Australia, before going to India to complete the preparation with games against the Deccan Chargers and English county side Somerset.
The Volts open their campaign against South Africa's Cape Cobras on October 10.
For some of the players, like McMillan, it is the chance of a lifetime.
"It is a massive occasion, and it is just starting to hit home how big it actually is."
McMillan made his debut for Otago in 2000-01 and has taken 90 first-class wickets at an average of 33.88.
At his best, McMillan is a potent strike bowler.
His career, though, has been stymied by a series of injuries.
But with the help of fitness trainer Chris Donaldson, some protein shakes and a lot of work in the gym, McMillan has got himself into good shape and is feeling fit.
"It has been the best build-up we've had in years. Bowling-wise, we've done lots more than we have in the past, plus we've been able to train outside."
While batsmen generally win twenty/20 matches, a miserly spell can help swing a match.
With that in mind, New Zealand bowling coach Vaughn Johnson has been drafted in to help prepare the Volts' attack.
With yorkers the best way to keep the scoring in check, Johnson has been stressing the need to bowl full.
"During every practice we spend two or three overs practising bowling at the death," McMillan said, adding there was not much room for error.
A good yorker-length delivery can turn into a low full toss or a half volley if the batsman creeps up or down the wicket unnoticed.
"You've got to watch the batsman and make sure you get into the spot that you think is a good yorker."
Otago has drawn two of the more fancied sides, but McMillan said the team was feeling positive about its prospects.
"We've got nothing to lose really, mate. We've got as good a chance as anyone - we've just got to back ourselves."
