McMillin began racing professionally in 1994 in the IMSA Firehawk series with 66 career pro starts, 5 race wins and a 79 percent top-10 finish history. McMillin Motorsports Ltd. was created in 1996, carrying its team owner to the Speedvision Cup Championship a year later with a BMW 328is. McMillin made his World Challenge debut in 1998, recording three top-five finishes in T2, driving a BMW 328is. In 2000, Jeff drove the No. 25 McMillin Motorsports BMW M3 in the GT series with top 10 finishes in all 10 races, capturing the 2000 SPEED World Challenge GT Championship. Auto sports journalists and broadcasters began referring to McMillin as, Mr. Consistency. In 2001, he introduced a new BMW M3 E46 and took fifth-place in GT points. In 2002, he recorded seven top-five finishes and eight top-10s, securing fifth place overall. Jeff was forced to sit out the 2003 racing season due to recovering from neck surgery.