During her appearance on "The Tonight Show Starring Jimmy Fallon", the "Enola Holmes" actress, 16, recalled her early rejection, admitting after she didn't get a role on the HBO show she contemplated a career change.
Before scooping her part on "Stranger Things", Millie said she became "very disheartened" by the acting industry, which she feels is "just full of rejection 24/7."
"I feel like you do get a lot of noes before you get a yes," the teenager shared, adding that she was auditioning for "anything really" at the time.
According to the star, she "really wanted" the "Game of Thrones" role and was particularly upset when she didn't get it.
"I got a no for that and then that's when I was like, 'Oh, this is really difficult,' " Millie shared.
However, after almost quitting acting, she went on an audition for a "Netflix show called 'Montauk' " - which later became "Stranger Things".
"I auditioned and two months later they got back to us and said, 'Hey we'd love to Skype with you', and I Skyped with them, and the rest is history," she smiled. " 'Montauk' was definitely the one that kind of gave me that hope of doing it all again."
Millie rose to prominence after starring as Eleven on Netflix's popular sci-fi horror series "Stranger Things" since 2016. At age 13, she became one youngest nominees in Emmy history after receiving a Primetime Emmy Award nomination for Outstanding Supporting Actress in a Drama Series in 2017 for her role on the show.