Arsenal defeated Sunderland 3-1 at the Emirates Stadium.
The Gunners had to come from behind in order to secure victory as Jeremain Lens superbly slotted Sunderland ahead, giving Black Cats boss Sam Allardyce some food for thought.
But Arsenal responded well with goals from Joel Campbell, Aaron Ramsey and Olivier Giroud helping the North Londoners see off their Premier League opponents and reach found four.
The win sees Wenger carry on his remarkable record having never lost in round three of the FA Cup, and Mills after the game had nothing but praise for the club’s achievements.
"Arsenal scored some fantastic goals throughout the game and remarkably Arsene Wenger has still never gone out in the third round,” the former defender said.
"He's never had that shock or giant-killing and they've had some tough draws. Arsenal just got better and better as the game went on and scored great footballing goals with plenty of one-twos and clinical finishes."
Arsenal are seeking their third straight FA Cup triumph having won the competition in the past two season, an unprecedented feat which would set them apart in the modern era.
With the Gunners currently top of the Premier League table, Wenger may have a dilemma on his hands in regards to prioritising especially if they see off Barcelona in the Champions League.
With players coming back from injury layoffs, the business end of the season could be an extremely exciting time for Arsenal supporters.