In 1930, Mills stood for preselection as Nationalist candidate for the seat of Hawthorn. He was not successful. The following year, having little work but some money, he embarked on a trip around the world. He visited South Africa but did not like either the climate nor the 'mixed races'. He then visited Italy, Germany, Britain and the USSR. Although already reactionary in nature, he claimed to have become disillusioned with communism, which he had come to view as a form of organised thuggery, during his trip to Russia. He claimed that conditions in the USSR itself were appalling and that "Russia will cure any Communist if he goes to work there." However, he was not disinclined to embrace organised thuggery per se: in England, he attended meetings of Sir Oswald Mosley's 'British Union of Fascists', and Arnold Leese's smaller and more radical 'Imperial Fascist League'. He aligned himself more closely with the Imperial Fascists and later helped to distribute Leese's newspaper, "The Fascist", in Australia.