diff --git a/ci/mill.ps1 b/ci/mill.ps1
new file mode 100644
index 00000000000..51fc8fee6ee
--- /dev/null
+++ b/ci/mill.ps1
@@ -0,0 +1,137 @@
+# This is a wrapper script, that automatically download mill from GitHub release pages
+# You can give the required mill version with --mill-version parameter
+# If no version is given, it falls back to the value of DEFAULT_MILL_VERSION
+#
+# Project page: https://github.com/lefou/millw
+# Script Version: 0.4.12
+#
+# If you want to improve this script, please also contribute your changes back!
+#
+# Licensed under the Apache License, Version 2.0
+
+[CmdletBinding(PositionalBinding = $false)]
+
+param(
+    [Parameter(ValueFromRemainingArguments = $true, Position = 0)]
+    [string[]] $remainingArgs
+)
+
+$DEFAULT_MILL_VERSION = $Env:DEFAULT_MILL_VERSION ?? '0.11.6'
+
+$GITHUB_RELEASE_CDN = $Env:GITHUB_RELEASE_CDN ?? ''
+
+$MILL_REPO_URL = 'https://github.com/com-lihaoyi/mill'
+
+$MILL_VERSION = $null
+
+if ($null -ne $remainingArgs) {
+    if ($remainingArgs[0] -eq '--mill-version') {
+        $remainingArgs = Select-Object -InputObject $remainingArgs -Skip 1
+        if ($null -ne $remainingArgs) {
+            $MILL_VERSION = $remainingArgs[0]
+            $remainingArgs = Select-Object -InputObject $remainingArgs -Skip 1
+        }
+        else {
+            Write-Error -Message "Please provide a version that matches one provided on $MILL_REPO_URL/releases"
+            throw [System.ArgumentNullException] '--mill-version'
+        }
+    }
+}
+
+if ($null -eq $MILL_VERSION) {
+    if (Test-Path -Path '.mill-version' -PathType Leaf) {
+        $MILL_VERSION = Get-Content -Path '.mill-version' -TotalCount 1
+    }
+    elseif (Test-Path -Path '.config/mill-version' -PathType Leaf) {
+        $MILL_VERSION = Get-Content -Path '.config/mill-version' -TotalCount 1
+    }
+}
+
+$MILL_USER_CACHE_DIR = Join-Path -Path $Env:LOCALAPPDATA -ChildPath 'mill'
+
+$MILL_DOWNLOAD_PATH = $Env:MILL_DOWNLOAD_PATH ?? @(Join-Path -Path ${MILL_USER_CACHE_DIR} -ChildPath 'download')
+
+if (-not (Test-Path -Path $MILL_DOWNLOAD_PATH)) {
+    New-Item -Path $MILL_DOWNLOAD_PATH -ItemType Directory | Out-Null
+}
+
+if ($null -eq $MILL_VERSION) {
+    Write-Warning -Message 'No mill version specified.'
+    Write-Warning -Message "You should provide a version via '.mill-version' file or --mill-version option."
+
+    if (-not (Test-Path -Path "$MILL_DOWNLOAD_PATH" -PathType Container)) {
+        New-Item "$MILL_DOWNLOAD_PATH" -ItemType Directory | Out-Null
+    }
+
+    $MILL_LATEST_PATH = Join-Path -Path $MILL_DOWNLOAD_PATH -ChildPath '.latest'
+
+    if (Test-Path -Path $MILL_LATEST_PATH -PathType Leaf) {
+        if ($(Get-Item -Path $MILL_LATEST_PATH).LastWriteTime -lt $(Get-Date).AddHours(-1)) {
+            $MILL_VERSION = Get-Content -Path $MILL_LATEST_PATH -TotalCount 1
+        }
+    }
+
+    if ($null -eq $MILL_VERSION) {
+        Write-Output 'Retrieving latest mill version ...'
+
+        # https://github.com/PowerShell/PowerShell/issues/20964
+        $targetUrl = try {
+            Invoke-WebRequest -Uri "$MILL_REPO_URL/releases/latest" -MaximumRedirection 0
+        }
+        catch {
+            $_.Exception.Response.Headers.Location.AbsoluteUri
+        }
+
+        $targetUrl -match "^$MILL_REPO_URL/releases/tag/(.+)$" | Out-Null
+
+        $MILL_VERSION = $Matches.1
+
+        if ($null -ne $MILL_VERSION) {
+            Set-Content -Path $MILL_LATEST_PATH -Value $MILL_VERSION
+        }
+    }
+
+    if ($null -eq $MILL_VERSION) {
+        $MILL_VERSION = $DEFAULT_MILL_VERSION
+        Write-Warning "Falling back to hardcoded mill version $MILL_VERSION"
+    }
+    else {
+        Write-Output "Using mill version $MILL_VERSION"
+    }
+}
+
+$MILL = "$MILL_DOWNLOAD_PATH/$MILL_VERSION.bat"
+
+if (-not (Test-Path -Path $MILL -PathType Leaf)) {
+    $DOWNLOAD_SUFFIX, $DOWNLOAD_FROM_MAVEN = switch -Regex ($MILL_VERSION) {
+        '^0\.[0-4]\..*$' { '', $false }
+        '0\.(?:[5-9]\.|10\.|11\.0-M).*' { '-assembly', $false }
+        Default { '-assembly', $true }
+    }
+
+    if ($DOWNLOAD_FROM_MAVEN) {
+        $DOWNLOAD_URL = "https://repo1.maven.org/maven2/com/lihaoyi/mill-dist/$MILL_VERSION/mill-dist-$MILL_VERSION.jar"
+    }
+    else {
+        $MILL_VERSION -match '(\d+\.\d+\.\d+(?:-M\d+)?)' | Out-Null
+        $MILL_VERSION_TAG = $Matches.1
+        $DOWNLOAD_URL = "$GITHUB_RELEASE_CDN$MILL_REPO_URL/releases/download/$MILL_VERSION_TAG/$MILL_VERSION$DOWNLOAD_SUFFIX"
+    }
+    Write-Output "Downloading mill $MILL_VERSION from $DOWNLOAD_URL ..."
+
+    Invoke-WebRequest -Uri $DOWNLOAD_URL -OutFile $MILL
+}
+
+$MILL_MAIN_CLI = $Env:MILL_MAIN_CLI ?? $PSCommandPath
+
+$MILL_FIRST_ARG = $null
+$REMAINING_ARGUMENTS = $remainingArgs
+
+if ($null -ne $remainingArgs) {
+    if ($remainingArgs[0] -eq '--bsp' -or $remainingArgs -eq '-i' -or $remainingArgs -eq '--interactive' -or $remainingArgs -eq '--no-server') {
+        $MILL_FIRST_ARG = $remainingArgs[0]
+        $REMAINING_ARGUMENTS = Select-Object -InputObject $remainingArgs -Skip 1
+    }
+}
+
+& $MILL $MILL_FIRST_ARG -D "mill.main.cli=$MILL_MAIN_CLI" $REMAINING_ARGUMENTS