The 51-year-old takes charge of the team for the remaining three games this season after the departure of Dan Micciche on Sunday, having acted as assistant manager since January.
Millen played in excess of 500 games as a professional, and has since taken charge of Bristol City and Crystal Palace, largely in a caretaker capacity.
Dons find themselves six points from safety in League 1, almost certainly destined for League 2 with three games still to play this season. Although there is no pressure on Millen to keep Dons up this season, he said he will go out and give it his all in a bid to keep Dons up until it is mathematically impossible.
"If you were going to get a caretaker, you'd get Keith," he said. "He's got performances out of Premier League teams. If the inevitable happens, let's go down fighting.
"Keith can put himself in the frame, and if he won all three, he'd put himself in the frame. We want to see what Keith wants to do. I've had to go to him and tell him what we did with Dan, this is where we are, and I asked him whether he wanted the job for the last three games or whether he wants to avoid it. He immediately stepped up and told me to worry about what I need to do. That's Keith Millen, he has been like that the whole way through."
Millen doesn't have long to find his feet though, with Dons in action on Tuesday night against Bradford City at Valley Parade. He said he allowed the players 24 hours to get over the departure of former boss Micciche before turning their full attention to job at hand.
He said: "Sometimes, you can sense a relief in dressing rooms when a manager goes, and it saddens me. I've taken teams out to train the following day and they're full of life and you wonder where that was previously. But that's the nature of the beast sometimes.
"These players are hurting as a group because Dan lost his job, but that sorrow can only really last 24 hours. That's the reality of football. We have to go to Bradford tomorrow and we can't feel sorry for ourselves. It would be lovely to have a reaction and say 'that was for Dan' but it should be for the players and the fans, and give them something to get behind.
"We have to create a winning environment. That's what I've got to get in place very quickly. You can make a difference straight away, and hopefully if I put the right standards in place, that improves as the weeks go by."