The comedian told Digital Spy that comedy can be more divisive than other types of art because "people have quite a passion" for things that make them laugh or fail to do so.
"I think most comics there are people who don't like them, because comedy is so subjective," Millican.
"You could name anybody and there'll people who go 'Oh no'. It's just because it's whatever tickles you. You can't decide to like somebody."
She added: "Whenever there's somebody that is that big there's bound to be people that don't like them.
"If everybody liked you that would be really odd to be honest."
Sarah Millican's Thoroughly Modern Millican is out now. Watch the DVD trailer below.