Millen emigrated to Australia from England around 1880 and established himself as a journalist, subsequently serving in the New South Wales Legislative Assembly from 1894 to 1898, during which time he fiercely opposed the proposed Federation despite supporting the principle.

[1] Millen stood for the New South Wales Legislative Assembly as the Free Trade candidate for Bourke in 1891, but was defeated; he contested the seat again in 1894 and won.

[2][4] He became known as a strong advocate for land reform,[1][3] urging changed pastoral conditions and suggesting additional government assistance to deal with Australia's dry climate, particularly during the 1890s drought.

[1] In April 1914 he refused Winston Churchill's suggestion that Australia need not maintain a fleet in its own territorial waters, and expressed "the sharpest criticism of the British" in a memorandum tabled in the Senate.

[3] He continued to privately criticise Britain's management of the war, but the Cook government ultimately placed the navy under the control of the British Admiralty in August 1914.

[1] Following the 1916 Labor split over conscription, Millen was included in Billy Hughes's Nationalist ministry in February 1917, initially as Vice-President of the Executive Council but by September as Australia's first Minister for Repatriation, dealing largely with veterans' affairs.

[1] The many returned servicemen in the department's staff, most of whom had little administrative experience, caused problems; Charles Bean wrote in 1918 that soldiers had "a dread of Millen as a politician first, last and all the time".

[1] Millen's heavy workload had begun to affect his health and he considered retirement, but he ultimately decided to continue and was re-elected to the Senate at the 1922 election.

[1] Millen experienced fierce criticism from both the press and parliament during his time as Minister for Repatriation, but he is remembered as an important figure in Australia's war effort and subsequent recovery.

[3] After his death, Billy Hughes described him as unequalled in Senate leadership, and George Pearce remembered him as "one of the ablest and most destructive critics the Federal Parliament ever had".