The Wellington police maritime unit, with the Lady Liz IV, and the police national dive squad would search the water today, said police search and rescue acting sergeant Anthony Harmer.
The search would focus on an area near Ward Island, where Mr Millar was last seen, he said.
"We will then reassess our search later this afternoon, once this marine search has been completed,'' Mr Harmer said.
Police are not yet saying if Mr Millar was wearing a lifejacket.
The Dominion Post reported that Mr Millar on Tuesday night posted on his Facebook page that he was going kayaking.
His brother Jeremy responded: "Be careful on the open sea champ''.
Cameron replied on Wednesday: "Always the big daddy."