Millepied was born into a musical and athletic family. His father was a decathlete and musician; his mother a dancer; his two brothers are professional musicians. He spent his early childhood in Senegal, where his father coached Olympic athletes and his mother taught contemporary dance. His own interest in dancing began as soon as he could walk. 'I was a creative kid, I loved to design the garden, I cooked, I liked to make things. When I heard music, I saw things in my head.' His mother taught him to dance and encouraged his dreams of stardom.
The family returned to their native Bordeaux when he was five. At 12, he left home to study ballet at the Conservatoire National Supérieur in Lyon. Three years later, he took a summer course at The School of American Ballet, the New York City Ballet's school. ('I wanted to stay, but my family were like, "Whoa!" ') The following year, having received the Bourse Lavoisier, a scholarship award from the French Ministry of Culture, he moved to the States for good. He barely had time to be lonely or homesick. 'I was super-motivated. I did it because I loved it, but you have to give so much of yourself and so much time to dance that you get this tunnel vision. You have issues with your body and your relationship with the mirror, and if you put on 2lb, you think you're fat.' Did he feel himself getting obsessed like that? 'Oh yeah. Everybody does.' By 2001, he was a principal dancer at the New York City Ballet. He would practise six days a week 'for hours', and danced on through injuries. 'That's hard, hard, hard,' he says. 'The pain people deal with is crazy. But if you cancel, someone else is going to dance in your place. It's your lead and someone else is going to do it. There were times when I said, "I'm going to dance tonight," and it's been crazy pain. I tore the bottom of my foot on both sides. That was the most painful injury I ever danced on.' How did he manage to do it? He shrugs. 'Pills, and ice. I performed in a show, and I was on crutches the next day.' The reality, he says, is even worse for ballerinas. 'Female dancers deal with the toe shoe every day and that's more tedious.' He cracks a smile and his whole face lights up. Talking about dance, even its dark side, is more to his taste than talking about his new amour. Portman, in contrast, is positively gushing about him, describing him at the Oscars as 'my beautiful love, who has now given me my most important role of my life'.