Seven days on, Millington is now Halifax manager planning for next season.
Even by The Shaymen's standards, it's been a tumultuous time.
"Tuesday night was very, very disappointing. It's an awful way for your season to end, in the play-offs," Millington said.
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"It's painful, it's sudden, there's so much that ends, not just the game and the season but you look around the changing room and there's working relationships between the management team and the players that you know are going to come to a fairly immediate end.
"You also feel for the fans because there's so much excitement and anticipation, and we went into that game truly believing we had enough to win and progress.
"To lose it in the manner we did was incredibly flat and disappointing.
"Then you've got the turmoil of the manager leaving, and we all know what an important part of the club Pete's been for the last three years, and an important part of my life beyond the last three years, we're friends first of all and we've been close colleagues for a good number of years, so there's a shock to the system in that.
"And that was rapidly followed by an awful lot of busyness just trying to help the chairman get things in order with the club, because the end of the season's a busy time anyway for trying to figure out what the squad make-up is going to be like, where the money gets spent, who's going to get it, so there was a busy couple of days.
"Obviously that culminated with a process on Saturday that led to the announcement Saturday evening that will have surprised some people and wasn't completely out of the blue I guess, because I was already working in the club, but it certainly wasn't long in the making."
It brings to an end Millington's fruitful working relationship with Pete Wild, the duo having worked their way up from the youth side at Oldham.
"I don't think Pete's made any secret of his feelings for the quality of work that I and the staff have offered him over the last three years, and I think at some point there may have been the desire on Pete's part for one or more of us to follow him," Millington said.
"But as far as I'm aware there have been no firm offers or discussions."
After years as an assistant, Millington, 46, is now in the manager's chair.
"I wouldn't say it was a big decision really - I've done every other job in the game!," he said.
"I've been youth team coach, academy coach and then been in the first team structure, so it seems like a natural progression over a period of time.
"So not a huge decision but certainly an exciting one.
"I think it's the right thing at the right time.
"I wouldn't say I'm the type of person who's been out seeking opportunities to manage, I've not gone out of my way to try and push that agenda.
"But I think the timing of this opportunity is absolutely spot on. The fact I've got a background in coaching, I've gone down the route of educating myself and getting all the qualifications I can get to make myself the best I can be in that field, then I've got the experience of supporting a number of different managers in different types of clubs under different types of pressures.
"So not only have I contributed to some of the decision-making in those situations but I've also been very fortunate to be able to observe good managers working in those situations, so I've had the opportunity to pick up bits along the way.
"It's not a culmination in the sense of striving for it all my life but it's certainly a culmination of gathering the skill-set, the knowledge and the experience to be able to be successful at it hopefully."
Millington has a UEFA A Licence, an Msc in Sports Coaching and a Level 4 psychology in football qualification.
"I do enjoy the personal development aspect of the industry, I think there's lots of opportunities out there within football to keep moving forward, keep gaining knowledge and picking from the best," he said.
"There's such a strong body of academic research around the game these days, from the psychological aspect to technical development to physical development to development of motor skills.
"There's all kinds of people working on all kinds of things, so you can really get the best information nowadays from a range of sources.
"It is an aspect of the industry I really enjoy. Not being particularly academic as a kid growing up, it's something that in later life, starting a Masters degree at the ripe old age of 40, was a real adventure.
"But something I really enjoy is leaning on those knowledge bases and trying to implement those in my working life."
Millington has signed a 12-month contract as Town boss, which is set to be reviewed part-way through the season.
"The process was quite thorough, very quick, very brief, all happened on Saturday, but it was a thorough process which involved some purposeful recruitment techniques and questionnaires and various things looking into leadership styles and what have you," he said.
"Then there was an interview process, which didn't just involve the chairman but also professional recruitment consultants, so it was thorough and it was pretty intense because it all happened very quickly, so there wasn't a great deal of time to prepare myself, which I would like to do under normal circumstances because I like to be quite prepared and thorough.
"But I had to just go in there and be myself, and explain my love and desires for the club and how I felt I could help move it forward and thankfully that was enough to convince the powers that be that I was the right man for the job."
Millington's interview took place at a hotel near Harrogate on Saturday and lasted around two-and-a-half hours.
The Courier understands Millington was the only person interviewed for the job.
Chairman David Bosomworth was supported and advised in the process by a professional recruitment company, and after meetings and analysis with them following the interview, Bosomworth phoned Millington a couple of hours later to inform him he'd got the job.
They then briefly discussed terms before the announcement was then made by the club.
"Once we'd moved forward with certain aspects of organising what needed organising and there were some practicalities that needed sorting out in Pete's absence around what happens with the player meetings, how do we approach that, who is the person that sits down and goes through those, that was quite a lengthy process," Millington said.
"Then at the end of that we naturally moved on to what happens next, what's my part in the future of the club, do I have a part in the future of the club.
"David enquired as to what part I would seek to have in an ideal world, so we had a really open and honest conversation, and that resulted in the decision to go through the interview process, which took place on Saturday.
"It just evolved very naturally. We were just very busy trying to get things resolved and moved forward and in that process, what happened next was a natural discussion, and out of that came the interview process and thankfully this result."
Attention will now turn to who will be Millington's assistant manager.
"I need to have some discussions with the staff over the next 48 hours, because all the backroom staff are keen and happy to stay and looking forward to getting going," Millington said.
"I want to clarify some roles and responsibilities with them, and then from there that will give me a clearer picture as to the roles and responsibilities the assistant manager will have to undertake, and quite crucially, what skills and assets they're going to bring to the party that we're maybe now missing now Pete's gone.
"I'm not saying they'll replace Pete because clearly that's my job, but there are certain things about Pete's presence in terms of things he recognises within games or the processes we undertake that maybe are his strength and less so mine, so we'll need to replace those and make sure we're not missing anything going forwards.
"So that's the process that will take place over the next few days and then I'd hope by the end of this week I'd be in a much better place to start recruiting an assistant in earnest."
Millington is under no illusions that the role of an assistant is very different to that of the manager.
"The role of a number two is to support, the real skill of being a number two is questioning, challenging, probing decisions that are made by the manager, picking which are the crucial decisions to challenge and which you believe you should jump on board with," he said.
"So it is a different skill set (being the manager) because it requires more immediate decisions, a bit more in terms of making those decisive decisions, it requires setting a vision that everyone can jump on board with, and making sure you stick to those core beliefs and values.
"To a large extent, I think I've played a part in all those things in supporting Pete, so some of them have come quite naturally.
"The roles and responsibilities we undertook within the staff were quite precise, so we had our own areas we led.
"The area Pete was particularly driven by was the opposition analysis and understanding what we were coming up against.
"My area of responsibility was more geared towards our planning, how we set-up, what we do and then looking at ourselves in terms of the reflective process to keep us moving forward and have a focus on what we're working and going to implement that alongside the first team coach.
"We've still got Dylan (Mistry), who's a fantastic analyst who does an incredible job gathering the data and the information on systems and style of play on the opposition, but clearly Pete had an eye for that as well and was very astute and hard working in that arena.
"So that's something I'm going to look to pick up and make sure we don't miss any of that information.
"But the decision-making process has to remain clear, progressive and moving in the direction that suits our style of play and our environment as best as it can."
Despite the leap from second-in-command to being in charge, Millington says his day-to-day work won't change a huge amount.
"One of the things myself and the first team coach have driven is what goes off on the training ground, so our training programme, our practice design are largely our focus on what we're working on, supported and all signed off by Pete, but it was rare there was disagreement on what should be done," he said.
"So I would like to continue within that because it's something I enjoy doing, I want to be on the grass with the boys as often as possible and I think it's something I can help the lads with.
"But there'll be times when I have to detach myself from that process, step back and be able to watch from a set-back position so I can assess what's going on, I can see the sessions and the performances within training from a slightly different perspective and maybe review players' performances within those situations from outside the session rather than right in the middle of it.
"I'm very process-driven so I'll set a process out to be able to do that, and I'll look forward to it because I do like a challenge.
"I do love the challenge the sport throws up, I love the challenge opposition throw up, I love the challenge that being at Halifax Town throws up, so this is just a new challenge, which I'll relish."
Millington says he will speak to other managers about the role and what the potential pitfalls may be.
"I'm always looking for advice, ways to do things better, asking for answers to things that might be in my blind spot," he said.
"We all have our biases and our ways of doing things, and they're not always the best way, and I want to know the best way.
"I want to know the potential pitfalls. If we talk about it in terms of a game, we do so much opposition analysis because we don't want any surprises, we don't want them to be able to do anything that we're not ready and able and prepared to deal with.
"And it's the same in a working situation, I want to be as well-equipped as possible to deal with the challenges and the problems that will arise for me as a manager.
"I've seen them up close. Pete and I are good friends and we've spent an awful lot of time commuting to and from training together, so I know what's going through his head, I know what his worries are, I know what his concerns are, I know what the things are that he finds a bit daunting or challenging.
"On the way home I know what's surprised him and what's come up that have maybe been slightly out of his comfort zone.
"So there's a lot of the role I've seen up close and personal, but I'll also lean on other people, managers, experienced coaches, experienced players, who've been there and done it and seen what the challenges are for the role."
Millington says his decision to step into the manager's role was made easier by his affection towards the club and the town.
"I love it, I think it's a fantastic place," he said.
"I think the architecture in the town centre is stunning, I think the people are great, they're fantastic, they're really warm and welcoming and approachable.
"As quite a sociable person myself, I love match days where you get a chance to just have those five or ten minutes with some really good-hearted people.
"I spend a bit of time in and around the town most match days before the game, and I even like the drive in as I come down from the M62, the hills on either side.
"It's a wonderful place and for a city kid like me, it's just a fantastic experience feeling like part of the fabric of the town, and to be able to extend that time, I don't see a time when I'd want that to change."
The work now begins for Millington and Bosomworth to construct and prepare a squad for next season.
"Obviously we don't know each other as well as David and Pete did, because they were in contact on a day-to-day basis, but I've been involved in many meetings with him, I've been involved in many decision-making processes with him and Pete, and my inbox has regularly been full of email threads between myself, Pete and David," Millington said..
"So I've got an understanding of how David likes to operate. I think there are a lot of similarities in terms of our ambition for the club.
"I've got a really warm feeling for anyone who steps out of their comfort zone and does so in a spirit of service, and I think he serves the club incredibly well.
"The amount of time, energy and money David puts in to Halifax Town, it's phenomenal.
"I know not everybody will back everything we do, of course everybody's got opinions and they're entitled to them, but seeing how he operates up close and personal, I think every decision he makes, he tries to make it with the best interest of the club at heart, and I can relate to that.
"Along the way I'm sure I'll make mistakes, but one thing I'd hope most people recognise is that when I do make decisions, it'll be with the interests of FC Halifax Town at heart more than personal gain for me or being out to impress anyone."