Captain Cook showed off a nasty purple bruise courtesy of Essex teammate Mills, who caught the batsman with a bouncer during a nets session.
Despite the damage, it has not harmed Cook's batting. He made a century against Australia A on Tuesday before Wednesday's washout in Hobart.
Cook shows off the bruise he picked up in training
In the summer, Graeme Swann had to go to hospital for an X-ray on his arm after seamer Mills hit him with a 90mph short delivery ahead of the Ashes.
Mills is not in the Ashes squad but has travelled out to Australia, along with Nottinghamshire's Harry Gurney, to give England's batsmen some specific practice.
"I've been involved in programmes similar to this over the last few years," he told BBC Radio Suffolk.
"We’ve been brought out here to give England some practise against left arm quick bowling and that is what Harry (Gurney) and I have been doing.
"If I’ve hit some of the lads so far then that’s happened, but I've not intended to hurt anybody and put them out of the Ashes as I’m an England fan myself."