McMillan, who developed his talents at Bangor Swimming Club, helped Team GB retain their Olympic 4x200m freestyle relay title, after racing in the heats, although he was not selected to swim in the final.
He said it is “always your dream to get to the Olympics and to come away with a gold medal is even more incredible”.
McMillan added that it is “inspiring” for younger children at Bangor Swimming Club.
“Just to come back to where it all started has been amazing,” he told BBC News NI.
“Seeing my old coaches and friends I used to swim with and remembering those hard training sessions – getting up at half four in the morning before school.
“It’s been a whirlwind and it’s quite emotional to come back here.”