McCartney and Mills arrived separately at London's Royal Courts of Justice. Bodyguards shielded Mills from view with a dark blanket as she made her way into the neo-Gothic courthouse.
A Mills aide later carried a wheelchair from the back of a car for the former model, who lost a leg in a motorcycle accident in 1993.
McCartney arrived minutes later, wearing a dark gray suit.
The hearing is listed discreetly on the daily court lists only by its case number, one of two cases not listed as assigned to a particular judge or courtroom. Even a small security viewing hole in the door of the court room was covered to stop prying eyes.
Photos: Paul McCartney
News reports say the immediate issue is likely to be the size of Mills' divorce settlement from the wealthy former Beatle. Press speculation has recently put the size of the settlement between $40 million and $100 million.
McCartney and Mills, who have a 3-year-old daughter, announced in May of last year that they were splitting up after four years of marriage.
They married in June 2002, four years after McCartney's first wife, Linda, died of breast cancer.
McCartney and Mills have a 3-year-old daughter, Beatrice.
Mills, 39, recently appeared as a contestant on the U.S. television network's "Dancing With the Stars" program. She was the first contestant to compete on the show with an artificial limb.