He born at the family seat, Lees Court at Sheldwich to the south of Faversham in Kent, and educated at Eton College and Trinity Hall, Cambridge.
[3][4][5] He did not play cricket for either side but his family were closely associated with Kent County Cricket Club throughout the 19th century and Milles played in two first-class matches for the county First XI, one in 1888 and one in 1897.
[7] He played club cricket for amateur teams, primarily Eton Ramblers, and in 1891 toured North America with Lord Hawke's team, playing in both first-class matches on the tour against the Gentlemen of Philadelphia alongside his brother Viscount Throwley.
During the Second Boer War he was commissioned as an officer in the Imperial Yeomanry, and saw active service in South Africa.
He died at his house at Nash Court at Boughton under Blean near Faversham in 1937 aged 69.