"I think he's pretty comfortable with where he's at," McMillan said of McCullum. "I think he'd be more than happy to sit the odd one out and let the likes of Kane take over. We are pretty happy with the players we've got to fill those spots so I don't think that's a major at all.
"There's still a bit of cricket before this first World Cup match and I think it's important that at some stage everyone probably gets a game off. They just freshen up mentally and some players have already had that, others will probably get that over the next few matches."
New Zealand begin the global tournament against Sri Lanka in Christchurch on February 14 and the sides will know each other well by then given the high volume of encounters they've shared during the past few weeks.
Wicketkeeper Luke Ronchi may also be given a game off in the coming days, which would give Latham the chance to wear the gloves before the World Cup starts.
Seam bowler Adam Milne remains the only player who won't be considered for selection tomorrow as he continues to recover from a side strain.
McMillan said the Central Districts paceman would have a bowl tomorrow in the nets to see how far he had progressed.
"If he comes through that well then he'll be available for selection on Saturday," McMillan said.
Sri Lankan seamer Lasith Malinga, who has been hampered by an ankle injury, trained today but stand-in skipper Lahiru Thirimanne said he would be kept on ice with the World Cup so close.
"I don't think Lasith will play this game," Thirimanne said. "We want him fit for the World Cup, mainly, so he will have another one-and-a-half weeks to try and get fit."
Left-arm spinner Rangana Herath has returned to Sri Lanka due to a family matter but should come back to New Zealand next week.
Thirimanne said regular captain Angelo Mathews was unlikely to play tomorrow due to the flu.