May has netted 27 goals in all competitions this season and is sure to again be a target for clubs south of the border this summer but his Saints mate Millar believes the interest should be coming from teams in England's top flight.
"If Stevie decided he wanted to try down south then nobody could fault him for that," he said.
"But I don't think the clubs who have been linked with Stevie would be right for him and I don't mean any disrespect.
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