If there is a millennial kingdom it'll be at some point after the return of Christ which is also known as the Day of the Lord. Everything gets destroyed and all things are made new again where only righteousness dwells.
(Bold and underline done by me)
2 Peter 3:10-13
10But the day of the Lord will come as a thief in the night; in the which
the heavens shall pass away with a great noise, and the elements shall melt with fervent heat, the earth also and the works that are therein shall be burned up.
11Seeing then
that all these things shall be dissolved, what manner
of persons ought ye to be in
all holy conversation and godliness,
12Looking for and hasting unto the coming of the day of God, wherein the heavens being on fire shall be dissolved, and the elements shall melt with fervent heat?
13Nevertheless we, according to his promise,
look for new heavens and a new earth, wherein dwelleth righteousness.
In Matthew 24:3 it is evident that Jesus' disciples were privy to the end of the world occuring at the return of Christ as evidenced by their words:
Matt. 24:3
3And as he sat upon the mount of Olives, the disciples came unto him privately, saying, Tell us, when shall these things be? and
what shall be the sign of thy coming, and of the end of the world?
And Jesus the spent the rest of the chapter giving what is known as the Olivet Discourse. Conclusively, Jesus returns after what can only be described as the prophesied great tribulation.
At or shortly after the return of Christ is the rapture, end of the world, great white throne judgment, new heaven and earth, millennial kingdom. Most likely in this order.