I think its nowhere. Whole the theology is based on one verse from Revelation.
Not only so, it seems that the common church did not believe in any millenium either, it has become such "big issue" only in our times:
"...and he [Jesus] will come to judge the living and the dead
..I believe...in the resurrection of the body, and the life everlasting. Amen."
Apostles Creed, 120 AD
Creed of Nicea (325 AD) - no mention
Chalcedonian Creed (450 AD) - no mention
"He ascended into heaven, he sits on the right hand of God the Father Almighty, from whence he will come to judge the living and the dead. At whose coming all men will rise again with their bodies; And shall give account for their own works. And they that have done good shall go into life everlasting; and they that have done evil, into everlasting fire."
Athanasian Creed (500 AD)
2017 AD - forums and churches, books and broadcasting full of millenial kingdom and theology. Something probably got wrong on the way.