After the game Mills hurdled an advertising board and climbed a flight of stairs to throw his shirt to the away fans in the upper tier.
He said: "From when I stepped off the bus I had nerves about what the reaction would be and I'd just like to say a massive thanks for the support I received.
"What happened against QPR was down to passion at the time and that is how I play.
"But the fans got behind me personally and I really appreciate that. They were 100% behind us at Middlesbrough and I hope that continues."