The 53-year-old DJ, who hosted the Radio 2 breakfast show, had his contract terminated last Friday following an allegation relating to his "personal conduct".
It emerged the Metropolitan Police had launched an investigation into Mills in December 2016 over "allegations of serious sexual offences against a teenage boy" who was under 16, said to have taken place between 1997 and 2000.
However, the Crown Prosecution Service ultimately decided "the evidential threshold had not been met to bring charges" and the case was closed in May 2019.
The BBC confirmed on Wednesday it knew about the police probe in 2017 but sacked him after receiving "new information" in the weeks before he was dismissed.
In a statement, Mills said: "The recent announcement that I am no longer contracted to the BBC has led to the publication of rumour and speculation."
He went on to confirm that he was the person at the centre of the Metropolitan Police investigation.
The statement continued: "An allegation was made against me in 2016 of a historic sexual offence which was the subject of a police investigation in which I fully cooperated and responded to in 2018.
"As the police have stated, a file of evidence was submitted to the Crown Prosecution Service, which determined that the evidential threshold had not been met to bring charges.
"Since the investigation related to an allegation that dates back nearly 30 years and the police investigation was closed 7 years ago, I hope that the public and the media will understand and respect my wish not to make any further public comment on this matter.
"I wish to thank from the bottom of my heart all those who have reached out to me with kindness, my former colleagues, and my beloved listeners, who I greatly miss."
Mills' final show before he was taken off-air by the BBC was Tuesday 24 March.
He signed off by saying "back tomorrow", but the following day's show was presented by Gary Davies who did not give a reason for Mills' absence.
Mills took over from Zoe Ball on Radio 2's breakfast show in 2025 after a long career at the BBC and regional radio. He was paid between £355,000 and £359,999.
Earlier on Wednesday, the BBC had revealed that it knew about the investigation into Mills back in 2017.
However they only moved to dismiss him once they "obtained new information".
In a statement, a spokesperson said that they "spoke directly" with Mills before terminating his contract on 27 March.
The statement went on: "The BBC has made a significant commitment to improve its culture, processes and standards.
"Last year, following an independent culture review, we set out the behavioural expectations for everyone who works with or for the BBC and we were clear action would be taken if these were not met."
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Officers were called to reports of a man with a knife at Red Lion Place, Plumstead, at 8.50am.
Emergency crews found the woman with serious injuries and she was taken to hospital where she died.
Another man was also threatened with a knife but was not hurt, the Metropolitan Police said.
A man in his 60s attended a police station at 9.10am and was arrested on suspicion of murder.
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He was taken to hospital by officers, where he is receiving treatment for non-life-threatening injuries.
It is believed the suspect and the woman who died were known to each other. Officers are not looking for any further suspects.
Detective Inspector Dean Grice, who is leading the Met's investigation, said it was "a deeply tragic incident", adding "our thoughts remain firmly with the victim's family during this difficult time".
Residents will see an increased police presence in the local area, the Met said.
Detective Superintendent James Derham, who leads policing in the local area, said: "At this stage, we believe that this was an isolated incident and I want to reassure the community that there is no wider risk to the public."
The west London football club said the losses for the 2024-25 season were in part due to higher operating costs compared to the previous year.
In the previous year's accounts, Chelsea posted a profit of £128.4m which was helped by the sale of the women's team to Blueco Midco - a subsidiary company - for nearly £200m.
The club said revenue for 2024-25 was £490.9m, the second-highest on record for the Blues, and included some of the money earned from the winning Club World Cup run last summer.
The losses for the year ending 30 June 2025 were revealed weeks after the club were given a suspended one-year transfer ban and £10.75m fine following historical breaches of Premier League rules.
Despite the record loss, insiders are confident the club are compliant with the Premier League's profitability and sustainability rules (PSR) going forward, the Press Association (PA) news agency has reported.
PSR rules are designed to prevent unsustainable spending and aim to ensure financial stability.
The rules allow for maximum losses of £105m over three years - but allowances are made for spending on infrastructure, youth development and women's football.
It is understood those 'add-backs' of permitted losses have ensured the club were deemed PSR-compliant for 2024-25, according to PA.
Chelsea are believed to be forecasting revenue of over £700m for the 2025-26 season.
The club have spent around £1.5bn on transfers since being taken over by a new ownership group including chairman American businessman Todd Boehly in 2022.
The group bought the club from Russian billionaire Roman Abramovich - who was forced to sell due to his ties with Vladimir Putin following the full-scale invasion of Ukraine.
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Last month, the club were given a suspended one-year transfer ban over payments to agents under Abramovich's reign.
A league investigation found that, between 2011 and 2018, more than £47.5m of undisclosed payments by third parties associated with Chelsea were made to players, unregistered agents and other third parties.
Payments were made from entities which the league said were "controlled by or associated with" Abramovich to unlicensed agents and individuals connected to selling clubs which helped to facilitate transfers for players, including Eden Hazard, Samuel Eto'o and Willian.
There is no suggestion of any wrongdoing on the part of those players.
The previous highest recorded pre-tax loss in the Premier League was the £197.5m posted by Manchester City for the 2010-11 season.
Both Mandelson, the former UK ambassador to the US, and Andrew, the former Duke of York, were arrested in February on suspicion of misconduct in public office over their connections to Epstein.
Both Mandelson and Andrew were released under investigation.
"We can confirm that we are now providing early investigative advice to the Metropolitan Police Service regarding the force's investigation into a 72-year-old man and will continue to liaise as requested," a Crown Prosecution Service (CPS) spokesperson said on Wednesday.
"We can now also confirm that we are providing early investigative advice to Thames Valley Police in relation to a 66-year-old man.
"We remain ready to support any investigation if needed."
Andrew was arrested at Sandringham on 19 February on suspicion he shared sensitive information with Epstein when he was UK trade envoy, a role he served in between 2001 and 2011.
Andrew has repeatedly denied any wrongdoing in connection with Epstein.
Lord Mandelson was arrested on 23 February on suspicion of misconduct in public office. The Metropolitan Police is looking into allegations he passed sensitive information to Epstein during his time as business secretary, a role he served from 2008 to 2010, when Gordon Brown was prime minister.
He has denied any wrongdoing.
Epstein died by suicide while awaiting trial on sex trafficking charges in 2019.
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It comes as the King's state visit to the US was confirmed.
Buckingham Palace revealed on Tuesday that a planned visit this month by Charles and Queen Camilla would go ahead despite an ongoing conflict in the Middle East, which has strained transatlantic relations.
It is understood that Charles and Camilla will not be able to meet with Epstein's victims while there are ongoing UK police investigations into matters related to the paedophile financier.
Six other migrants were rescued, with one of them taken to hospital.
It comes a day after the government signed an extension with France over current arrangements on beach patrols as part of efforts to reduce the number of Channel crossings.
The French maritime prefecture said the latest incident started when a small boat headed towards the beach at Gravelines, near Calais, at around 9.30am on Wednesday.
A group of about 30 migrants was waiting for it.
Eight people were pulled onto a rescue boat when they got into difficulty, but two of the migrants could not be saved, officials said.
The group of migrants, including children, was seen struggling to board the small boat.
At least 12 French police officers were present in the Gravelines beach area at the time.
A French navy helicopter carried out a search as part of attempts to ensure nobody was left in the water, the French authority said.
On Tuesday, Home Secretary Shabana Mahmood signed a two-month extension to the current arrangement with France over Channel crossings, while the countries thrash out a longer-term agreement.
It came hours before the £478m deal, put in place in 2023 by the then Tory government, was due to end.
The package was set up to fund a new detention centre in France and hundreds of extra law enforcement officers on its shores.
Tuesday's extension means operational contracts will continue to be funded by £16.2m of UK government money.
A Home Office spokesperson said Ms Mahmood is "driving a hard bargain" with Paris to get "more bang for our buck".
Ms Mahmood has previously been understood to be pushing for a new deal to include performance-related clauses that would link funding to the proportion of boats intercepted by the French.
Some 4,441 migrants arrived in the first three months of 2026, according to the latest Home Office data.
This is 33% lower than the number who had reached the UK by this point in 2025, which was 6,642.
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Refugee charity Care4Calais said it was a "tragedy that another two lives have been lost to our deadly border" and called for "safe routes" to be introduced so people could claim asylum in the UK.