Millenia is somewhat of a mystery. Initially, it is unknown where she is from, although it is evident that she is part of Valmar's body which has escaped and apparently taken human form following the failure of the ceremony at Garmia Tower. Without provocation, she attacks the village where Ryudo and Elena are resting in anticipation of another trip. Her personality is brash, immature, self-confident to the point of arrogance, and seductive; yet, at the same time someone who manages to look past all that might realize she also has the innocence and caring attitude of a little girl - not quite what one would expect from a piece of the god of darkness. She appears from time to time, and absorbs pieces of Valmar following certain boss battles. By doing so, she gains a special move from each, adding to her repertoire. It is never explained why Millenia differs so radically from the other parts of Valmar, which are completely evil and rather single-mindedly destructive.
Millenia's magic and mentality are much higher than Elena's, but despite this, her defense will get her killed all the time. During battles, the color of a spinning aura around her picture darkens with each hit she takes, from green to red, at which point she can no longer be controlled. Her initial moves include Arrow Shot, Heel Crush, and Fallen Wings. She can learn Starving Tongue after battling the Tongue of Valmar, Spellbinding Eye after battling the Eye of Valmar, and Grudging Claws after battling the Claws of Valmar. She can also attack from a distance with her crossbow.