Starting in the early 1980s, Mills, using the name "The Wizard", was a recurring guest DJ on "The Electrifying Mojo" radio show on WJLB. He performed DJ tricks like beat juggling and scratching during his sets, some of which were pre-recorded.
Mills and former Parliament bass player 'Mad' Mike Banks were founding members of Detroit techno collective Underground Resistance (UR), which embraced revolutionary rhetoric and only appeared in public dressed in ski masks and black combat suits.
Mills never officially left UR, but did relocate from Detroit, first to New York, then Berlin (as a resident at the Tresor club), and then Chicago. There in 1992, with fellow Detroit native Robert Hood, he set up the record label Axis, and later, sub-labels Purpose Maker, Tomorrow, and 6277, all aiming for a more minimal sound than most of the techno being produced in those years.
In his DJ sets, Mills usually uses three decks, a Roland TR-909 drum-machine, and up to seventy records in one hour. Mills' Exhibitionist DVD, from 2004, features him mixing live on three decks and CD player in a studio.
In 2011, Mills switched to using three or four CD decks for most of his club appearances, instead of the usual Technics turntables.