There's not a lot he hasn't got. He's never going to be a big bruiser but he doesn't want to be because that would take away from all the other attributes he's got." McQuoid's final goal of 2010–11 for Bournemouth came with the second goal in a 2–0 victory at home to Yeovil Town on 23 November. Despite his willingness to begin talks with Bournemouth over a new contract, McQuoid instead signed for Championship club Millwall on loan on 25 November 2010, with a view to a permanent move taking place in the January transfer window. Eddie Howe later stated that McQuoid's departure had a negative impact on the squad's confidence. He debuted as a half-time substitute for Calvin Andrew in a 3–0 win at home to Scunthorpe United on 4 December. McQuoid provided an assist for Jason Puncheon, who later scored a hat-trick, in a 3–0 win over rivals Crystal Palace. He joined Millwall permanently on 5 January 2011 for an undisclosed fee, believed to be around £550,000. However, a week after joining the club permanently, McQuoid tore a ligament in his ankle during training. After three months on the sidelines, McQuoid returned to the team for a 3–2 win at home to Leeds United on 9 April, having entered the match as an 89th-minute substitute. McQuoid scored his first goal for Millwall, a 30-yard shot into the top corner in a 4–0 victory over Preston North End two weeks later. He finished 2010–11 with one goal from 11 appearances for Millwall. The 2011–12 season saw McQuoid under pressure from Millwall supporters after a goalless start to his campaign. After spending the first half of the season sidelined by injuries and poor form, McQuoid joined Burnley on a three-month loan on 20 January 2012, linking back up with his former Bournemouth manager Eddie Howe. He debuted a day later as a half-time substitute in a 0–0 draw at home to Derby County. McQuoid scored his first goal for Burnley with the opener in a 2–1 win away to Doncaster Rovers on 9 April. He returned to Millwall after the loan expired, having made 17 appearances and scored one goal. McQuoid later stated that his move to Millwall did not work out as expected, admitting that he joined the club both to test himself at Championship level and the opportunity to earn more money.