Early career

Mildenhall's professional career started at Swindon Town where he made 38 appearances, including one as a centre forward away at Tranmere Rovers. While at Swindon he was named young player and player of the year before securing a £150,000 transfer to Notts County. Mildenhall played 91 games for the Magpies, scoring one goal (a free-kick against Mansfield Town in a League Cup tie) which later appeared as a 'What happened next' slot on an episode of A Question of Sport. A falling out with manager Gary Mills prompted a move to Oldham Athletic in December 2004. He made six appearances for the club before breaking his finger, and he subsequently lost his place in the team.

Grimsby Town

In the summer of 2005, Mildenhall moved to Grimsby Town replacing Anthony Williams as the club's number 1 keeper, and was ever present in his only season at Blundell Park. During the season Grimsby and Mildenhall notched up a mini run in the League Cup by defeating Derby County and Tottenham Hotspur. Grimsby had remained in the automatic promotion places in League Two for the majority of the seasons but fell into the play-off places with two games remaining, meaning they would have to face local rivals Lincoln City in the semi-final. The Mariners secured a 3–1 aggregate victory but failed to achieve promotion after being defeated in the League Two play-off final at the Millennium Stadium by Cheltenham Town. This would eventually spell the end for manager Russell Slade who rejected a new contract and decided leave the club for Yeovil Town taking both Mildenhall and Jean-Paul Kalala with him.

Yeovil Town

During his time at The Glovers Mildenhall established himself as the club's first choice keeper and became popular amongst their fans being named player of the year as the side reached the 2006–07 League One play-off final at Wembley which they lost to Blackpool However, his second season at Yeovil was disturbed through injury. In mid-September he injured a muscle around his hip against Leyton Orient, which saw him out of action for more than a month. On his return to the first team in late October he was unable to help Yeovil as they succumbed to a 2–1 home defeat to Swansea City and Mildenhall was on the sidelines again after injuring his knee ligaments after a clash with Tommy Mooney in the 2–0 away defeat to Walsall in early February. Mildenhall was voted BBC south-west footballer of the year for 2007.

Southend United

It was announced on 6 June 2008 that he signed a 3-year contract at Southend United. Mildenhall put in a man of the match performance in Southend United's third round FA cup game against Chelsea at Stamford Bridge with a string of fine saves including a stunning save in the fourth minute of added time to keep out Franco Di Santo's header.^[2]

Mildenhall made 89 appearances for Southend United in all competitions.

Millwall

On 13 July 2010, Mildenhall had his contract cancelled by mutual consent and signed a 12-month contract with Championship side Millwall the same day. He signed a new 2-year contract in the summer of 2011 which keeps him at the club until the end of the 2013 season. To date Mildenhall has made over 400 appearances in all competitions^{[citation needed]}. He made his league debut for Millwall on 20 August 2011, in an away defeat to Southampton.

On 5 November 2012, Mildenhall signed for Scunthorpe United on loan until 8 December 2012 after the home game against AFC Bournemouth.^[3]

Bristol Rovers

On 31 December 2012 Mildenhall was loaned out to Bristol Rovers and was given the number 13 shirt.^[4] He made his debut for Rovers on 1 January 2013 against Plymouth Argyle in a 2–1 victory, playing the full 90 minutes^[5] and went on to appear in all but one of Bristol Rovers' remaining games during the 2012–13 season, keeping seven clean sheets and helping the club steer well clear of relegation.

On 30 May 2013, it was announced that Mildenhall had agreed a two-year deal to join Bristol Rovers on a permanent basis, with the option of a further year.^[6]

On 3 May 2014, Mildenhall played the duration of a 1–0 home defeat to Mansfield Town, Colin Daniel's first-half goal condemning Rovers to relegation out of the Football League for the first time in 94 years.^[7] Mildenhall remained at the club for the 2014–15 season, battling for the number one shirt with Will Puddy. On 17 May 2015, Mildenhall replaced Puddy in the 121st minute of the play-off final for the subsequent penalty shoot-out after a 1–1 draw with Grimsby Town. Although he did not save a penalty, Jon-Paul Pittman's miss meant that Rovers returned to the Football League at the first time of asking.^[8] Back-to-back promotions was achieved the following season with a 92nd-minute winner from Lee Brown in the final match securing Rovers a third-placed position and automatic promotion.^[9]

Having played his last game for Rovers in the 3–2 defeat to Chelsea in the EFL Cup, he retired at the end of the 2016–17 season and stayed at the club to become a goalkeeper coach with the first team and U23 team.^{[10][better source needed]}