The radio and TV presenter walked and ran for 24 hours, and has raised over a million pounds so far.
Speaking on BBC Breakfast, he said he was a mixture of "exhausted and exhilarated”.
Mills also spoke to Zoe Ball on the radio when he finally got off the treadmill, saying he was "in shellshock".
“I’ve done it…I can’t believe that it’s over," he said. "It’s so incredible."
Mills, 49, started the Great Scott TreadMills Challenge for BBC Radio 2 on Wednesday and finished on Thursday morning.
Along the way several celebs popped in to urge him on, including Spice Girls star Mel C, who performed the group's Spice Up Your Life as Mills jogged on.
Pop stars Mark Owen and Olly Murs and documentary-maker Louis Theroux were also among those who went to support the presenter.
Mills was inundated with praise after completing the challenge, with BBC Radio 2 tweeting that they were "so proud" of him.
Ball tweeted: "You are our hero. We are in awe of you."
Mills is the latest celeb to tackle a 24-hour charity challenge, with Sophie Ellis-Bextor taking on a danceathon last year and fitness guru Joe Wicks doing 24 hours of PE for Children In Need in 2020.
Ellis-Bextor was among those cheering Mills on, tweeting as he got closer to the finish line: "Nearly there… sending all the love and DON’T LOOK AT THE CLOCK. This bit was the hardest but the ending is all worth it."
Watch: Scott Mills on his Radio 1 shock, 4 days into the job