"We have always been really confident in the quality of our squad and today it was really tested. I am incredibly proud of how they fronted up and I feel we were in control of the match the whole 80 minutes," he said.
"I haven't said that much over the last couple of years so to do it on what was a pretty big occasion is really pleasing. We really hustled at the breakdown, people worked really hard and we forced them into some errors."
There were plenty of heroes right across the park for the Steamers. Young props Aidan Ross and Jeff Thwaites get better with every game, while openside flanker Hugh Blake and second five Terrence Hepetema tackled themselves to a standstill on the pristine playing surface at the Domain.
Hepetema, who left Wellington three years ago to get a chance to showcase his talents, says "playing with the same backline consistently week after week, you sort of build a little bit of trust".
"To be honest during the week we were all really nervous. I could feel the tension and the pressure. But when you get out there it just felt natural and calm playing with the same guys," he said.
"Otago are usually a really clinical side and a few errors put them off their game and we capitalised. If we get ahead, we usually feel quite comfortable and we thought we could hold on to the end."
Blake says the team definitely has the confidence to beat Wellington.
"When we played them in Rotorua, we were right in the game until the 50th minute and it was a couple of little errors that put them well out in front. So if we can limit those errors, play our game and make our tackles then we will be right in it."
McMillan is confident his team will be up for the task.
"We will go down there knowing it is going to be a huge challenge but will not be daunted by the task ahead. In a number of their games opposition teams have had their moments. Our challenge is to put them under some pressure."
Bay of Plenty 48 (Joe Webber 2, Lalakai Foketi 2, Henry Stowers, Terrence Hepetema, penalty try tries; Mike Delany 5 cons, pen) Otago 32 (Sam Anderson-Heather, Sione Teu, Vilimoni Koroi, Teih Walden tries; Josh Ioane 2 pen; Fletcher Smith 3 con) Halftime: 22-11 Bay of Plenty