She served through the remainder of the First World War, at first with the Harwich Force with which she took part in the Battle of Dogger Bank in January 1915, and later with the Dover Patrol, sinking the German submarine UC-26 in May 1917.

Milne, the first of the three, was laid down at John Brown's Clydebank shipyard as Yard number 426 on 18 November 1913, launched on 5 October 1914 and completed in December 1914,[5] at a price of £110,415.

[8] Four Yarrow three-drum boilers fed two sets of Parsons steam turbines rated at 25,000 shaft horsepower (19,000 kW),[8] giving a normal maximum speed of 34 knots (63 km/h; 39 mph).

[9] Up to 228 tons of oil could be carried, giving an endurance of 2,100 nautical miles (3,900 km; 2,400 mi) at 15 knots (28 km/h; 17 mph).

[13][14] On 23 January 1915, the German battlecruisers under Admiral Franz von Hipper made a sortie to attack British fishing boats on the Dogger Bank.

[24][25] On 31 January 1915, Milne was one of seven destroyers[b] of the Harwich Force dispatched to Sheerness to make part in minelaying operations east of the Straits of Dover to restrict the movements of German U-Boats.

[27] On 28 March 1915, four destroyers of the Harwich force (Laurel, Liberty, Leonidas and Lucifer) carried out an anti-submarine sweep off the Dutch coast.

[30] On 23 August 1915, 12 destroyers of the Harwich Force, including Milne, were attached to the Dover patrol to cover a bombardment of the German-held Belgian port of Zeebrugge by the monitors Lord Clive, Sir John Moore and Prince Rupert.

[31][32] On 25 December 1915, Milne was one of eight destroyers from the Harwich Force that were ordered with the leader Nimrod to the Channel as a result of attacks by the German submarine U-24.

)[35] From 24 April 1916, the Dover Patrol carried out a large-scale operation off the Belgian coast to lay mines and nets, in an attempt to limit use of the ports of Ostend and Zeebrugge to German U-boats.

[42] On the night of 22 July 1916, two light cruisers and eight destroyers of the Harwich Force set out on a patrol to prevent German torpedo boats based in Flanders from interfering with shipping traffic between Britain and the Netherlands.

The German destroyers managed to reach the safety of minefields and coastal defences near Zeebrugge, and the British broke off the chase.

The British set six light cruisers, two flotilla leaders and sixteen destroyers to intercept the eleven German ships, deploying them in several groups to make sure that all possible routes were covered.

UC-26 attempted to escape, but her rudders jammed and she was too slow to dive away, and was rammed by Milne, which followed up with three depth charges, sending the submarine to the bottom of the Channel.

Eight men managed to escape from the rapidly flooding submarine, but only two survived to be picked up by Milne, which suffered a badly distorted stem in the attack, and returned to Dover with fragments of UC-26's hull embedded in her bows.