Millepied is also a choreographer, creating dances for City Ballet, American Ballet Theatre and his own company, Danced Concertantes. In 2009 he served as choreographer for Black Swan, a psychological thriller directed by Darren Aronofsky that stars Natalie Portman and Mila Kunis as a ballet Dancers in New York City.
A few months into filming, was Millepied on the other side of the camera role Kunis and Portman's dancing partner. He did not have many lines, but when asked to act, he told Details, "I really, really got into it, I was blown away, especially after Natalie, who was fantastic to watch".
