Mills spent the 2003-04 season on loan at Middlesbrough, where he played in the 2004 Football League Cup Final to help Middlesbrough to their first ever major trophy [REF].
Following relegation from the Premier League at the end of 2003-04, Leeds could no longer afford to retain Mills' services, and he moved to Manchester City on a free transfer in the close season, signing a five-year contract [REF].