Millar worked hard in the first part of the Worlds' elite men's road race for the Great Britain squad, then with this job done, he pulled out with four laps to go.
"It was quite anti-climactic, riding through the rain, four laps from the finish of the Worlds," Millar told a small group of reporters as the rain steadily teemed down outside the team bus on Sunday evening.
"I was saying to G [GB rider Geraint Thomas, also retired at the same point and who rode into the start/finish with Millar], ‘It's not how you dream it's going to finish.' DNF-ing at the Worlds."
"But it doesn't really matter to me, I sort have an over-riding sense of relief I don't have to go through this sort of suffering any more."
"You suddenly realise, and this was one of the reasons that I decided to stop, that you've reached your limit of going so hard."
"I'm really relieved, it's unbelievable. I'm happy that it's done and I can move on and leave it behind."
The celebrations did not exactly begin the minute Millar stepped off his bike, instead the GB team faced a four and a half hour mini-bus ride to Madrid, from which he was due to fly home on Monday morning.
"Me and G said we might cry tonight," Millar joked, "But I'm happy it's finished here, with the GB team. It kind of closes the circle."