"Rory was with 15 year-old Aussie amateur Ryan Ruffels and while we were standing around waiting Shilts asked Rory's caddy if they wanted to join us as it wasn't going to be the quickest round of golf that day."
McIlroy was "fine with that" so the quartet played 12 holes of Royal Sydney.
Gillespie confessed to being "pretty nervous" on the first tee but after the first hole was out of the way "everything was fine" even though the gallery following them around grew to more than 150 people.
"He [McIlroy] was a really good guy. He was a bit quiet the first couple of holes but I had a good chat with him for the rest of those we played," the Wanganui pro said.
"He's got a pretty impressive golf game and I wasn't surprised to see him win on Sunday afternoon.
"I wish I could say it was some of the advice I gave him but can't take any credit unfortunately."
Gillespie said the practice round with one golf's best was a great learning experience.
"For me the good part was that I didn't watch him hit shots and think there's no way I can do that. He hits it pretty far for a little guy so I'll have to get in the gym a bit more and make sure next time I'm getting it past him!" he said.
Shilton did not make the cut after two rounds but young Ruffels was the second best amateur in the Open.
Gillespie said because of his pro ranking he was just outside the field for the Australian Open and was named second reserve.
"After being third reserve for Perth International (late October) it was a little but frustrating as these two events have the best prize money," he said.
He is currently ranked 54th on the Tour of Australia order of merit with earnings of almost NZ$26,000 and he believes that should get him into both events next year.
He is currently in Mt Maunganui for a week of pro-am events that finish his busy year before heading to the Far North for a break with his girlfriend and her family.
"I'll be back to Wanganui for Christmas and no doubt a couple of grudge matches with Dad [Stu]. He'll probably want a couple of extra shots for Christmas," Gillespie said.
"Then it's back to some long hours with my coach and spending as much time practising and playing leading into February's events in Australia.