After whipping Otago 48-32 in the Championship semifinal at Tauranga Domain, the Steamers were on the wrong side of a thriller in the final against Wellington.
Mike Delany converted a Terence Hepetema try in the 78th minute at Westpac Stadium to tie the scores at 40-all before Wellington ran away to win 59-45 in extra time.
"It was disappointing to come away from that having lost but it's given us a lot of optimism that we can enter this season with some high expectations."
McMillan acknowledges that anything less than the semifinals this year will be a failure, but the season's draw means the Steamers have a horrendously difficult start to their 10 match campaign.
The Mitre Ten Cup system means teams from the Championship play four matches against teams in the Premiership.
The Steamers play those four teams – Taranaki, Counties-Manukau, champions Canterbury and North Harbour – in their first five matches, with Hawke's Bay on September 8 the only Championship opposition in the first half of their schedule.
McMillan can see an opportunity in those early rounds though.
"Those Premiership teams have a high representation of Super Rugby players and they can be a little dinged up and take a while to get going, so while it's going to be really hard, we do see an opportunity there to knock one of the big guys off."
Bay of Plenty are expected to have up to 11 players with Super Rugby game time in the squad this season.
They will include All Blacks Sam Cane and Nathan Harris, but neither is likely to appear in the blue and yellow hoops this season because of international commitments.
McMillan won't completely dismiss the possibility of them making an occasional appearance though.
"We saw Same [Cane] play in a semifinal for us two years ago and Nathan actually managed to play three games last year. It depends a little bit on how many minutes they get at All Blacks level.
"We're always ready to take 'em back here."
One player who definitely won't be part of the squad is Opotiki's Tom Franklin, an All Blacks squad member in June who, in the end, didn't play against France.
"Tom was a massive contributor to our season last year, but he's got an opportunity in Japan if he doesn't make the All Blacks squad.
"But he's indicated he's keen to come back next year."
Then there's the return of Steamers and Chiefs legend, and five test All Blacks loose forward Tanerau Latimer.
A Commonwealth Games Sevens gold medallist as a teenager in 2006, 32-year-old Latimer has been in Japan and France since the last of his 79 previous appearances for the Steamers in 2013.
"We're really looking to our senior leaders like Tanerau to provide a platform for our younger guys to follow - both on and off the field."
IMPORTANT DATES:
Steamers 2018 squad named tomorrow
First match of Mitre 10 Cup v Taranaki at Rotorua Stadium August 18
Tauranga Domain to host matches v Canterbury (Sept 1) and Northland (October 13)