The forward was at the club for the whole season, but both teams agreed to terminate the deal right now.
Millar was successful with Kilmarnock in terms of appearances, playing in 22 matches.
But he only managed one goal, which is not the sort of output the Reds would be expecting from a player going to the Scottish league.
Millar, who signed a new deal in the summer, could be going on loan to another club this month.
He had also spent the second half of last season with Kilmarnock.
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