Arsène Millocheau was a French cyclist of the early 1900s.

He participated in the 1903 Tour de France, the first Tour, and came last, finishing behind the winner Maurice Garin by 64 hours, 57 minutes and 8 seconds, winning the Lanterne rouge (French: red lantern).

In 1921, 54 years old, Millocheau competed in the 1200 km Paris–Brest–Paris.

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