Writing on his personal website, Mills said: "As far as I'm concerned I've signed a loan deal with Middlesbrough for the season and unless I'm mistaken, it means just that.
"That does not mean that I have turned my back on Leeds.
"Everything about Boro is excellent and I now have a job to do for them which hopefully will go some way to seeing them have a successful season.
"Come the end of the season and when all is said and done, as far as I'm aware that is when I will be going back to Leeds.
"I don't think anything has been said or done at this stage to change that.
"Good luck to Eddie Gray and I really do hope that things can quickly turn around for the better and they can start going forward again."