Millman, 58, escaped from a Milton Keynes facility during an unsupervised visit to a monastery on October 24.
He was detained under the Mental Health Act in Blackpool, Lancashire, at 8.30pm on Tuesday, Thames Valley Police said.
Senior Investigating Officer DCI Kevin Brown from Major Crime said: “This has been a complex search operation involving many agencies working together.”
Millman, who is described as a dangerous sex offender, has previous convictions including rape in 1996 and a history of attacking lone females while armed.
He was due to serve 12 years behind bars. He had been spotted in Leeds. Millman will now be returned to secure accommodation.