noun (plural millennia /-nɪə/ or millenniums)
mid 17th century: modern Latin, from Latin mille 'thousand', on the pattern of biennium
The correct spelling is millennium not millenium. The latter is a common error, formed by analogy with other similar words correctly spelled with only one n, such as millenarian and millenary. The differences in spelling are explained by different origins. Millennium was formed by analogy with words like biennium, while millenary and millenarian were formed from the Latin milleni.