Alexander McMillan was born on October 23, 1825, in Stormont County, in what is now the province of Ontario, Canada.

[1] When he was old enough, he moved to New York and labored there until 1850, when he took a steamboat to the west and settled in Madison, the capital of the new state of Wisconsin.

He was employed as a clerk for three months and taught night school, then moved north to Portage, Wisconsin.

[1] In 1852, he formed a partnership with his elder brother John to establish a lumbering business in the western part of the state.

[1] McMillan's business success also led to political influence, and he became active with the Republican Party of Wisconsin.

He also ran a number of water-powered mills in the vicinity of La Crosse, and owned a large livestock breeding farm, which produced prized Hambletonian horses and Alderney cattle.