|Date of birth||24 July 1980|
|Place of birth||Catania, Italy|
|Height||1.78 m (5 ft 10 in)|
|2008||→ Spezia (loan)||15||(3)|
|2015||S.S. Ischia Isolaverde||12||(1)|
|* Senior club appearances and goals counted for the domestic league only and correct as of 24 November 2013|
Millesi started his professional career at Sicily, firstly with Atletico Catania at Serie C1. He then played for Ragusa at Serie D. In 2000, he moved to Igea Virtus at Serie C2. At Igea Virtus, Millesi managed to score six goals in 70 matches over the two seasons. In 2003, he caught the eye of scouts from Avellino, the Serie B newcomer. He remained with his first club outside Sicily for three seasons, scoring 16 goals in 88 matches He also played 6 playoffs and scored twice.
In 2006, he transferred to Calcio Catania, who were just promoted to Serie A for the 2006–07 season. He played only 9 league matches in the first season. After played only once in the start of the second season, he was loaned to then Serie B club, Spezia.
After failed to sell the player in 2008–09 season. At the mid of 2009 summer transfer windows, Catania announced the contract terminations under mutual consent for both Millesi and Babu.
On 15 November, he returned to Avellino, where he soon became the club's captain, and was one of the team's leading figures in the club's promotions from Lega Pro Seconda Divisione to Serie B, also helping the side narrowly miss out on the 2013–14 Serie B promotion play-offs; he left Avellino at the end of the season.
On 9 September 2014, he signed with Arezzo. On 21 January 2015, he moved to Ischia Isolaverde. At the end of the season, he was once again a free agent, and he signed with Acireale on 30 October 2015, ahead of the 2015–16 Eccellenza Sicilia season. For the 2016–17 season, he was signed by Eccellenza Sicilia Group B side A.S.D. Calcio Biancavilla, at the request of the club's president Giuseppe Furnari.
On 23 May 2016, Millesi, along with fellow midfielder Luca Pini and defender Armando Izzo, was put under investigation by the anti-mafia police department in Naples (DDA) after being accused of being directly involved with a camorra clan based in Secondigliano in altering the results of the Serie B matches Modena–Avellino (1–0) from 17 March 2014, and Avellino–Reggina (3–0) from 25 May 2014. On 3 March 2017, the Italian football federation's prosecutor asked for all three players to be banned from football for six years, also requesting that collateral estoppel be applied, and demanded that they should each receive a €20,000 fine. On 12 April, both Millesi and Pini received five-year suspensions and €50,000 fines.
- "Ingaggiati Millesi e Montervino" (in Italian). Salernitana Calcio 1919. 31 August 2009. Retrieved 8 November 2009. [dead link]
- "Avellino, la sparizione di Millesi dopo il tentativo di corrompere un compagno" (in Italian). La Gazzetta dello Sport. 24 May 2016. Retrieved 25 April 2017.
- Francesco Lombardi (2 June 2014). "Avellino: gli allenamenti continuano, Millesi è già andato via" (in Italian). Avellino Calcio. Retrieved 25 April 2017.
- "Izzo investigated in fixing scandal". Football Italia. 23 May 2016. Retrieved 25 April 2017.
- "Genoa defender Izzo could get 6-year ban for match-fixing". Sportsnet.ca. 3 March 2017. Retrieved 25 April 2017.
- "Genoa defender Izzo given 18-month ban in match-fixing case". Sportsnet.ca. 12 April 2017. Retrieved 25 April 2017.
- "Izzo six-year ban next week?". Football Italia. 7 April 2017. Retrieved 25 April 2017.
- "Genoa's Armando Izzo gets 18-month ban in match-fixing investigation". ESPN FC. 12 April 2017. Retrieved 25 April 2017.
- "Izzo receives 18-month ban". Football Italia. 12 April 2017. Retrieved 25 April 2017.
- "Camorra, Izzo: "Non c'entro niente, vivo un incubo"" (in Italian). Ansa.it. 24 May 2016. Retrieved 25 April 2017.
- "Scommesse, la Procura Figc chiede 6 anni per Izzo e -7 punti per l'Avellino" (in Italian). La Gazzetta dello Sport. 3 March 2017. Retrieved 25 April 2017.
- Tommaso Maschio (12 April 2017). "TFN: -3 punti per l'Avellino, assolto Taccone. Per Izzo stop di 18 mesi" (in Italian). TuttoMercatoWeb.com. Retrieved 25 April 2017.