McMillan has run for office at least six times since 1993, most notably in the 2010 gubernatorial election. He declared in December 2010 that he would run in the 2012 U.S. presidential election as a Republican. He did not appear on the ballot in any state and suspended his campaign to return to the Rent Is Too Damn High Party and run for Mayor of New York City in the 2013 election. He attempted to run for Governor again in the 2014 election but he did not make the ballot.