The front page of The Sun newspaper Monday morning featured a giant picture of the politician playing the game on his iPad during a committee meeting on pensions reforms.
The paper has a video of the Candy Crush session on its website.
The BBC writes that Mills played the game over a period of two and a half hours and said he enjoyed "a game or two," but remained "fully engaged" nevertheless.
Candy Crush, made by gaming company King.com, was the top downloaded free mobile app last year. Players need to combine rows of coloured sweets to gain points and pass levels.
Mills is not the first politician to get caught playing a computer game in Parliament: here is an entire gallery of Italian MPs in Rome playing on their iPads.