Despite the hype surrounding Miller prior to the 2006 Winter Olympics, every one of Miller's five medal bids in the Turin Games fell short: he finished a disappointing 5th in the downhill, was disqualified – while in first place at the time – during the second leg of the combined event, failed to finish the super-G, tied for 6th in the giant slalom, and had another DNF after missing a gate in the first run of the slalom. Nevertheless, Miller won two races during the season (a giant slalom and a super-G) and placed third for the season's overall World Cup title. At the 2006 U.S. National Championships following the World Cup season, Miller won the downhill and giant slalom titles. He switched to Head skis following the season's completion. Miller had prolotherapy treatments, an alternative treatment that has shown no effect in clinical trials, to the ligaments in his knee or knees in February 2006, with other ski team members, Bryon Friedman and Eric Schlopy.
The good feeling generated by Miller's 2002 Olympic performance was quickly dissipated in 2006. On the program 60 Minutes, in January 2006, Miller described the act of skiing "wasted" and compared it to lawlessly driving while intoxicated. Throughout the Olympics, Miller said, "I'm just trying to ski in a way that's exciting for me." In an interview shortly after his last race, he said that it had "been an awesome two weeks," and that he "got to party and socialize at an Olympic level." After an unapologetic Miller interview with Tom Brokaw, Bob Costas concluded in a primetime editorial that Miller might finally get what he wanted: to be unceremoniously forgotten. Miller received negative coverage in the American and international media; editorials focused on his attitude of simply not caring about the Olympics or about his performance.
Miller has used a variety of skis during his World Cup career. He originally started off on K2 skis, then raced on Fischer through the 2002 season. He switched to Rossignol for two seasons (2003 and 2004), then Atomic for the following two (2005 and 2006). In June 2006, he moved over to Head, along with Hermann Maier of Austria and Didier Cuche of Switzerland.
On July 29, 2006, Miller signed a one-day contract to play baseball for the Nashua Pride (Canadian-American League). He went 0–2 with two strikeouts, however he did make an acrobatic catch in left field, which earned national attention by being featured by ESPN, among others. The team said it would donate at least $5,000 from ticket sales for the game to Miller's Turtle Ridge Foundation, which will give the money to the Lance Armstrong Foundation.