The Chiefs were pushed hard by the Reds to win their quarterfinal 29-20 and then beat the Brumbies 19-6, while the Crusaders romped over the Fijian Drua 49-8 and the Blues 52-15.
McMillan was in no doubt that because of how they qualified for the final, the Chiefs would be well prepared if the final went down to the wire.
"I think the last couple of weeks have been good preparation."
McMillan said the Chiefs and Brumbies have had two tough games already this season.
"The Brumbies have always been a quality side; we knew they would come here and throw the kitchen sink at us; that's exactly what they did.
"I felt like we were always in control of the game, but they were pretty resolute in the D [defence]; there wasn't a lot of seams there to exploit.
"But we accumulated the necessary points, and we live another week.
"It's irrelevant how big the score line is, it's about being at the right end of the scoreline at the end of the game."
Games such as Saturday's contest would have been lost in the past.
"Winning or losing is often based on a couple of moments, and the fact that over the last few weeks we've been able to win the moments that really matter gives us a lot of confidence."
Missing out on a critical moment, when a scrum was awarded to the Chiefs in front of their goalposts after replacement No8 Pita Gus Sowakula secured a turnover decision, was where the Brumbies lost it, coach Stephen Larkham said.
"That was our chance. He's dived over the ruck and slapped the ball out of the nine's [halfback] hand, and that's a yellow-card offence that close to the line.
"So, we felt we were hard done by there. We were building a bit of momentum nicely, and it somehow ended up being their scrum.
"Small moments in games can make or break a performance, and it turned in their favour there."