Yes sendmail DOESN’T support maildir format.

But if you use procmail here is the solution:
Create a Maildir directory on your home folder using maildirmake. If you don’t have it you can try the following:
mkdir $HOME/Maildir
mkdir $HOME/Maildir/cur
mkdir $HOME/Maildir/new
mkdir $HOME/Maildir/tmp

And create a .procmailrc using only that rule:
:0
/home/yourhomedirectory/Maildir/

If procmail is setuped correctly in your sendmail.cf it will work.

I am posting this since a friend ask me about it. And i am using it a long time after switching from exim to sendmail. Don’t ask why. It is a new machine and i haven’t the time to switch to exim or qmail 🙂