Most people are not fans of ultra-creepy-crawlies like millipedes and centipedes. Even mentioning these insects tends to make people's skin crawl. Perhaps it has something to do with the fact that these insects are associated with death and decay. At any rate, if you have house centipedes racing across your floors and climbing your walls and curtains at night, and millipede carcasses are swept out from underneath the furniture, you probably want to do something about it. Here are your options.
These multi-legged bugs are present because some part of your home is really wet. They love moist, humid places and water-damaged rot. Cure your home of dampness and remove any water-damaged items or treat water damaged areas, and the centipedes and millipedes have no place to breed. Run dehumidifiers in basements and attics for starters and have water damage and mold remediation specialists check out your home for things you cannot see or find yourself.
Centipedes and millipedes consume other insects. From that standpoint, they are actually helpful, but you still do not want to be overrun by them. If you notice other insect invasions around your home, then the millipedes and centipedes are there because there is a lot of "food" for them. Remove the "food" via pest control, and you remove the millipedes and centipedes. (Yes, pest control also kills millipedes and centipedes in the process, but the sprays discourage other millipedes and centipedes from entering your home.)
Two Forms of Pest Control
There are two forms of pest control for your bug problem. The first is diatomaceous earth. This is a white, powdery substance made from ground-up seashells and fossilized rock containing diatoms. When centipedes and millipedes wiggle through this stuff, the tiny, sharp shards in the powder slice through the hard-shell bodies of these bugs and kills them. You have to be very careful where you sprinkle it or use a food-grade variety that will not contain a poison.
Your second pest control option is a pest control expert who will spray the entire exterior of your home with a poison that kills every bug that so much as lands or sets a single leg on your home's exterior. The spray is so powerful that it wipes out every insect for three or four months. If you also have your basement and/or crawlspace sprayed, you will not see a millipede, centipede, or any other bug for months.