Jose Mourinho's position at United has been under intense scrutiny all season (Image: GETTY )
Manchester United have the weakest defensive record in the top half having conceded 25 goals in 15 games this season.
Throughout the whole Premier League only five teams have shipped more goals than United and Mills thinks De Gea is partly to blame.
It comes amid Jose Mourinho continuing to struggle to find a winning formula at Old Trafford.
"When he first came in there was progression, we saw that. He won a couple of trophies and finished second in the Premier League," Mills said of the United boss.
Mills labelled some of Mourinho's decisions as 'strange and bizarre' on Sky Sports' 'The Debate' (Image: GETTY )
Mourinho identified his backline as an area they needed to strengthen in but executive vice-chairman Ed Woodward failed to bring in his top targets in the summer.
"It's very strange that the club didn't back him," Mills said on the Sky Sports The Debate show.
"They gave him a long term contract but didn't give him the funds to invest.
We use your sign-up to provide content in ways you've consented to and to improve our understanding of you. This may include adverts from us and 3rd parties based on our understanding. You can unsubscribe at any time. Read our Privacy Policy
Toby Alderweireld was heavily linked with United in the summer (Image: GETTY )
Smalling has been part of a defence that have continually leaked goals this season (Image: GETTY )
"Okay, he might have made mistakes in the transfer market, but what manager hasn't done that?
"He clearly wanted some centre-halves, he wanted to bolster his defence so he could play however he wanted to play. That didn't happen.
"The defence changes week in, week out, and they are conceding goals for fun."