Entrepreneur. Milne was born in Fochabers (Moray), where he obtained employment as a footman to the of the Duke of Richmond and Gordon. However, he refused to cut his fine red hair to wear the powdered wig expected at the time and was dismissed. He joined the army and left Scotland for the USA. By 1790, he had settled in New Orleans (Louisiana). There he established a business and purchased significant tracts of swamp-land, which he correctly assumed would gain value. The settlement of Milneburg was built on this land, which went on to become a noted resort and, by the early 20th Century, a centre for Jazz musicians, although it was destroyed by fire in 1934 and what remained was merged with New Orleans.
Milne became a wealthy man, who also owned a brick-works and built a hospital. When he died, at the age of 96, he left significant proportion of his estate to house orphaned children in New Orleans and also gave $100,000 to built Milne's Free School in Fochabers (1846).