For 25 years he was a Conservative MEP, but on the first day of business of the new parliament that all changed. His was the lone Conservative voice in Europe that was heard about David Cameron's European shift to the hard right leaving the European People's Party (EPP) to join the European Conservatives and Reformists Group (ECR). Indeed he stood against Michal Kaminski for the position of group leader, he had previously held the the position in the Tories previous grouping.
At that time he said:
"Standing as an independent candidate, for the values of democracy and human rights which I have worked to promote worldwide, I have made a start.
"Rather than withdrawing the whip, David Cameron should be pleased that a Tory is still at the top in Europe."
Cameron wasn't impressed, first the whip was removed and then Mr McMillan-Scott was expelled.
"My reasons for joining the Liberal Democrats are that in Nick Clegg they have a leader whom I like, admire and respect. They are internationalists, not nationalists. They are committed to politics based the values of fairness and change.
"From being a liberal Conservative I become a conservative liberal. Most of my family are liberals. I am pleased to join the liberal family."
So a Tory MEP defecting from the party over their stance on Europe strange case of deja vu, for the Euroscpetics that is same again.
UPDATE His new Scottish colleague George Lyon MEP said:
"This defection is a coup for Nick Clegg and a calamity for David Cameron.
"Someone who can't lead a united party in Europe is certainly not fit to lead Britain in the EU.
"Like any group that keeps questionable company, the Conservatives will find sensible voices in their party moving away from the lunatic fringe where Cameron has exiled them.
"I welcome Mr McMillan-Scott to the Liberal Democrats a look forward to working with him in the European Parliament."