Pulsed γ -ray emission from millisecond pulsars (MSPs) has been detected by the sensitive Fermi space telescope, which sheds light on studies of the emission region and its mechanism. In particular, the specific patterns of radio and γ -ray emission from PSR J0101-6422 challenge the popular pulsar models, e.g., outer gap and two-pole caustic models. Using the three-dimensional annular gap model, we have jointly simulated radio and γ -ray light curves for three representative MSPs (PSR J0034-0534, PSR J0101-6422, and PSR J0437-4715) with distinct radio phase lags, and present the best simulated results for these MSPs, particularly for PSR J0101-6422 with complex radio and γ -ray pulse profiles, and for PSR J0437-4715 with a radio interpulse. We have found that both the γ -ray and radio emission originate from the annular gap region located in only one magnetic pole, and the radio emission region is not primarily lower than the γ -ray region in most cases. In addition, the annular gap model with a small magnetic inclination angle instead of an "orthogonal rotator" can account for the MSPs' radio interpulse with a large phase separation from the main pulse. The annular gap model is a self-consistent model not only for young pulsars but also MSPs, and multi-wavelength light curves can be fundamentally explained using this model.