diff --git a/x-pack/plugin/ml/src/main/java/org/elasticsearch/xpack/ml/datafeed/extractor/scroll/ExtractedField.java b/x-pack/plugin/ml/src/main/java/org/elasticsearch/xpack/ml/datafeed/extractor/scroll/ExtractedField.java
index c2d866563d6..ef0dffa2691 100644
--- a/x-pack/plugin/ml/src/main/java/org/elasticsearch/xpack/ml/datafeed/extractor/scroll/ExtractedField.java
+++ b/x-pack/plugin/ml/src/main/java/org/elasticsearch/xpack/ml/datafeed/extractor/scroll/ExtractedField.java
@@ -103,7 +103,13 @@ abstract class ExtractedField {
             if (value.length != 1) {
                 return value;
             }
-            value[0] = ((BaseDateTime) value[0]).getMillis();
+            if (value[0] instanceof String) { // doc_value field with the epoch_millis format
+                value[0] = Long.parseLong((String) value[0]);
+            } else if (value[0] instanceof BaseDateTime) { // script field
+                value[0] = ((BaseDateTime) value[0]).getMillis();
+            } else {
+                throw new IllegalStateException("Unexpected value for a time field: " + value[0].getClass());
+            }
             return value;
         }
     }
diff --git a/x-pack/plugin/ml/src/main/java/org/elasticsearch/xpack/ml/datafeed/extractor/scroll/ScrollDataExtractor.java b/x-pack/plugin/ml/src/main/java/org/elasticsearch/xpack/ml/datafeed/extractor/scroll/ScrollDataExtractor.java
index bbd9f9ad533..57681a0aafb 100644
--- a/x-pack/plugin/ml/src/main/java/org/elasticsearch/xpack/ml/datafeed/extractor/scroll/ScrollDataExtractor.java
+++ b/x-pack/plugin/ml/src/main/java/org/elasticsearch/xpack/ml/datafeed/extractor/scroll/ScrollDataExtractor.java
@@ -20,6 +20,7 @@ import org.elasticsearch.common.unit.TimeValue;
 import org.elasticsearch.script.Script;
 import org.elasticsearch.search.SearchHit;
 import org.elasticsearch.search.fetch.StoredFieldsContext;
+import org.elasticsearch.search.fetch.subphase.DocValueFieldsContext;
 import org.elasticsearch.search.sort.SortOrder;
 import org.elasticsearch.xpack.core.ClientHelper;
 import org.elasticsearch.xpack.core.ml.datafeed.extractor.DataExtractor;
@@ -47,6 +48,7 @@ class ScrollDataExtractor implements DataExtractor {
 
     private static final Logger LOGGER = Loggers.getLogger(ScrollDataExtractor.class);
     private static final TimeValue SCROLL_TIMEOUT = new TimeValue(30, TimeUnit.MINUTES);
+    private static final String EPOCH_MILLIS_FORMAT = "epoch_millis";
 
     private final Client client;
     private final ScrollDataExtractorContext context;
@@ -115,7 +117,11 @@ class ScrollDataExtractor implements DataExtractor {
                         context.query, context.extractedFields.timeField(), start, context.end));
 
         for (String docValueField : context.extractedFields.getDocValueFields()) {
-            searchRequestBuilder.addDocValueField(docValueField);
+            if (docValueField.equals(context.extractedFields.timeField())) {
+                searchRequestBuilder.addDocValueField(docValueField, EPOCH_MILLIS_FORMAT);
+            } else {
+                searchRequestBuilder.addDocValueField(docValueField, DocValueFieldsContext.USE_DEFAULT_FORMAT);
+            }
         }
         String[] sourceFields = context.extractedFields.getSourceFields();
         if (sourceFields.length == 0) {