Millinder worked in clubs, ballrooms, and theatres in the late 20s as a dancer and master of ceremonies. Although he could not read music, and did not play an instrument, his showmanship and musical taste made his bands successful.
In the 1930s, he took a band to Europe and on his return he was named the frontman to the Mills Blue Rhythm Band where he was a regular at The Cotton Club. Later in the 1930s, he formed a big band under his own name.
His 1940s band included at various times Eddie (Lockjaw) Davis, Bill Doggett, Dizzy Gillespie, Wynonie Harris, Bull Moose Jackson, Tab Smith, Sister Rosetta Tharpe,and Sir Charles Thompson. By the late 1940s he was recording rhythm and blues rather than swing.
He died in New York City.