Millie pulled on a furry coat and hat to keep the winter chill away.
She teamed her look with some fabulous looking boots and skinny black jeans.
Millie, 23, and her pal Charlotte were soon getting in to the spirit of things, posing next to a toy soldier and pretending to be elves.
Millie's BBF - Baby Best Friend - was there too, and Millie uploaded an adorable snap of her feeding baby Lullah some tasty looking food. She's been spending lots of time with her bestie's baby recently.
Millie said: "Lovely evening at Winter Wonderland! So Christmassy and cute."
Winter Wonderland pops up in the capital every festive season and is always a hit with the celebs on its opening night.
Rides, an ice rink, a circus and mulled wine on tap... What's not to love!
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