He studied foreign affairs at the University of Virginia and initially intended to pursue a career in business, but elected to go to art school instead. After earning his BFA in Chicago, he moved to Los Angeles to attend CalArts, where he studied under Charles Gaines. As he developed his artistic practice, his early interests in policy, economics, and social systems remained. Since that time, he has relentlessly investigated the relationship between politics and aesthetics, challenging the histories, systems, and ideologies that shape the contemporary United States.

McMillian often uses himself as a protagonist. He works within a range of material and conceptual concerns. Transforming vinyl, chicken wire, burlap, bed sheets, and thread, his paintings and sculptures present as twisted and torn. Visible stitching and raw edges offer a glimpse into his methods. His diverse array of work has explored science fiction as a tool for imagining places where fantastical transformations can be used to correct injustice, and he has addressed subjects such as the White House, Nat Turner, and the medical exploitation of Black people. Some of his paintings appear on sheets or blankets, upon which he pours gallons of paint. In doing so, he points to issues of class inequality, such as labor, leisure, and intimacy.

Rodney McMillian received a BA from the University of Virginia; BFA from the School of the Art Institute of Chicago; and MFA from CalArts. He also studied at the Skowhegan School of Painting & Sculpture. He received the William H. Johnson Prize (2007); United States Artists Broad Fellow (2008); and Suzanne Deal Booth Art Prize (2016). The Studio Museum has presented his work in numerous exhibitions, including Veni Vidi Video I (2003); VideoStudio: Rodney McMillian/Robin Rhode (2011); and Rodney McMillian: Views of Main Street (2016). His work first entered the Studio Museum permanent collection in 2007.