The five-member board decides which inmates are released from prison on parole.
"I wanted to choose someone who has an extensive law enforcement background and knowledge of the criminal justice system." Bryant said of McMillin, who served as sheriff of Mississippi's largest county from 1991 to 2011 before losing the Democratic primary to current Sheriff Tyrone Lewis.
McMillin must be confirmed by the state Senate. Shannon Warnock, the board's previous chairman, is stepping down voluntarily. Warnock and the four other Parole Board members had been re-nominated by Bryant, though the Senate had yet to confirm them.
McMillin served for a time as administrative assistant to the board, and said he didn't foresee major changes to its operations.
"I'll do the job in such a fashion that you will never be embarrassed," he told Bryant at a news conference.
The board also investigates applicants for gubernatorial pardons and makes recommendations. However, Mississippi governors aren't bound by the board's recommendations.
The board recommended in favor of pardons for many of the people who got reprieves from former Gov. Haley Barbour as he left office in January, but was against some.
Bryant said again Monday that he was sympathetic to imposing further notice requirements before a pardon could be granted, but stopped short of endorsing those efforts.
He said again that he expected to reserve pardons for people who could present clear evidence of innocence.
"I think the Supreme Court has clearly said the governor had the authority for the pardons," Bryant said of Barbour. "That was his decision."
Bryant said he supports the Parole Board continuing as a full-time job for each of the five members. Rep. Mark Formby, R-Picayune, has proposed a part-time parole board with a full time executive director.
"The more I understand the responsibilities of the board, it seems to be working very effectively," Bryant said. "It is a full-time responsibility. I expect it to remain as such."
Parole Board members make between $70,000 and $80,000 a year said board member Betty Lou Jones. The governor's office and the Parole Board did not immediately say how much McMillin would be paid.