[16] He took over from Lieutenant Colonel George Forestier-Walker the post of deputy assistant quartermaster general (DAQMG) in the intelligence division at headquarters on 26 January 1903[17][18] and then, having been promoted to brevet colonel on 1 November 1905,[19][20] and from supernumerary major to major in January 1907,[21] became a general staff officer, grade 2 (GSO2) at the headquarters (HQ) of the North Midland Division (a Territorial Force (TF) formation) in April 1908, the day on which the TF was officially created.

[24][25] Having been appointed a Companion of the Order of the Bath (CB) in the King's Birthday Honours of June 1912,[26] he was, at the relatively young age of 46, promoted to temporary brigadier general and became commander, Royal Artillery (CRA) of the 4th Division at Woolwich, then part of Kent, on 1 October 1913, taking over from Colonel Edmund Phipps-Hornby.

[27][28] At the outbreak of the First World War in late July 1914, Milne was commanding the divisional artillery of the 4th Division which formed part of the British Expeditionary Force (BEF) in France.

[32] Milne, promoted to temporary lieutenant-general in December 1915,[33] was appointed to command the newly formed XVI Corps[34] in Salonika in January 1916 with orders to oppose Bulgarian advances on the Macedonian front.

[36] The British Government accepted the need to maintain a presence in Salonika to keep the French happy, but Robertson, who often communicated by secret letters and "R" telegrams to generals in the field, privately told Milne that he did not favour offensive operations.

Milne broadly agreed with Robertson that any attempt to attack across the mountains to cut the Nis-Sofia-Constantinople railway was logistically impractical, although he did stress that his forces must either advance or retreat from the malaria-infested Struma Valley and that the Bulgarians might be beaten if pressed hard.

[37] On 23 July he was told to "engag(e) the maximum of Bulgar forces" whilst the Romanians mobilised and attacked, followed by secret messages from Robertson that he should "guard against being committed for any serious action" until it was certain that Romania was coming in.

This precedent was much discussed in the next few months when Prime Minister David Lloyd George attempted to place the BEF on the Western Front under General Robert Nivelle.

[46] Although Milne, promoted to the temporary rank of general in June,[47][48] was repulsed again at Lake Doiran in September, French and Serbian units were successful in defeating the Bulgarian Army at the Battle of Dobro Pole which took place that same month.

[2] In September 1918, Milne became responsible for the military administration of a vast area around the Black Sea at a time of considerable internal disorder following the Russian Revolution and the start of the Turkish War of Independence.

After a British garrison at Enzeli (on the Persian Caspian coast) was taken prisoner by Bolshevik forces on 19 May 1920, Lloyd George finally insisted on a withdrawal from Batum early in June 1920.

[54] He was also awarded the Grand Cross of the French Legion of Honour in August 1919[55] and made a Knight of Grace of the Venerable Order of Saint John on 9 April 1920.