Millington first came to public prominence as a writer when he created a web-site entitled Things My Girlfriend and I Have Argued About, describing arguments and misunderstandings between Millington and his German girlfriend Margret, mother of his two sons. The site was initially hosted on Wolverhampton University's web servers, but Millington was required to move it to privately owned servers when concerns arose about the site's content.

Due to the site's popularity, Millington was offered a publishing deal, and wrote a novel with the same title as his web-site, but with new content, published in 2002. He has since gone on to write A Certain Chemistry (2003), Love And Other Near Death Experiences (2006), and Instructions For Living Someone Else's Life (2008).

Millington also is the co-creator of the site www.TheWeekly.co.uk, and has contributed to several newspapers, notably The Guardian and the Daily Express. His current column in the Guardian is called "Anxious About Everything"

The Guardian newspaper named Millington as one of the five best debut novelists in 2002. His works have been translated into Japanese, Russian, Dutch, German, Swedish, Finnish, Hebrew, Spanish, and Serbo-Croat.