This came after White fashioned a 7.01 ERA in a brief callup late last season. It also followed a performance in which Rockies hurlers walked nine in Thursday's loss to the D-backs and entered Friday with a whopping 143 free passes.
But the Rockies didn't manage a hit against Millwood (2-4) until Marco Scutaro earned an infield hit when Mariners third baseman Kyle Seager couldn't handle cleanly a bouncer with two out in the sixth.
Jordan Pacheco followed with another single but Scutaro took his team out of the rally by trying to reach third, only to be erased by Michael Saunders' laser throw from center field. It cost Carlos Gonzalez a chance to bat with two runners on base.
"That was a bad play by me," said Scutaro, who also was unsuccessful bunting in hopes of a hit in the ninth. "I shouldn't have made the last out at third, especially with 'CarGo' coming up. I have to make sure to be safe.
"I won't want to make any excuses. I had a chance. He made a perfect throw but you've got to be smarter than that."
Millwood's shutout was the 10th, and fourth of two or fewer hits, by a visiting pitcher since Coors Field opened in 1995. The Rockies suffered their second home shutout of the season -- the Giants' Barry Zito blanked them in the home opener.
White, the hard-luck loser in two of his three starts since being called up from Triple-A Colorado Springs, gave up a Saunders triple and a Seager sacrifice fly in the first inning, and yielded Mike Carp's third homer of the year on a 3-1 pitch with two down in the second. However, White kept attacking the strike zone.
"It's definitely something I can build on," White said. "I was certainly a little pumped up at the beginning of the game. I didn't have the best command, but after the second inning, I settled in nicely."
Seager said White, a teammate of his at the University of North Carolina, unveiled new tricks.
"His velocity's still there and he's sinking the ball pretty hard," Seager said. "His slider is as good as ever. He threw me a splitter today that I hadn't seen from him before. He was tough."
The third run off White was set up in the sixth when the Rockies timed a pitchout as Ichiro Suzuki was stealing, but catcher Wilin Rosario threw wildly. Seager then added a sacrifice fly. Seager also tripled and scored on John Jaso's sac fly in the ninth off Matt Reynolds.
At some point for the Rockies, effective pitching and high-scoring offense will have to meet. It seems they keep showing up on different days. Other than a 6-1 victory over the D-backs on Wednesday, one has been trying to overcome the other every game.
Rockies manager Jim Tracy said, "We got a very competitive effort from Alex White. Unfortunately, the Mariners got a tremendous effort from Kevin Millwood."
About the best the Rockies (15-23) can say is they ran into outstanding, if somewhat unexpected, work by Millwood, 37, who made nine late-season starts in 2011 with Colorado and went 4-3 with a 3.98 ERA.
Millwood discussed returning but the sides didn't agree on terms, and he signed a Minor League deal with the Mariners over the winter.
Millwood entered the game with a 5.14 ERA and a .293 opponents' batting average. However, he had held the Yankees to one run and seven hits in seven innings to win his previous start.
Last year, the Rockies brought Millwood in as an example for young pitchers, and he certainly showed anyone watching Friday how to pitch at Coors, or anywhere else. Millwood struck out seven, walked one and hit Eric Young Jr. to lead off the ninth. Young reached third but Gonzalez lined to first base to end the game.
"I didn't see us getting ourselves out," Tracy said. "I didn't see us swinging at foolish pitches. I saw a guy that was throwing strikes to both sides of the plate effectively and getting outs.
"The only bad count he got himself into was the Dexter Fowler walk [with one out in the second]. He ended up clipping 'E.Y.' to start the ninth inning. That's it."
Millwood was too busy throwing his fastball to both sides of the plate -- reserving his curve and slider for put-away pitches -- to spend any emotion on his return to Coors.
"It doesn't matter where you pitch," he said. "If you make good pitches, you can get people out. The most important thing was for this team to get a win. That's really all that mattered today."