This formed the basis of a lifetime collection of around 3,000 specimens that he later housed in a private museum in Horsham in West Sussex, England.

As he later explained in his autobiographical book Wanderings and Memories, he was involved in counter-espionage, provided with the rank of Lieutenant-Commander and was appointed British Vice-Counsul at Hammerfest in northern Norway where he stayed until 1917.

The importance of Norway to the war effort was that the northern seas provided a route for food and materials to reach British ports.

His son Raoul spoke of him as an "astonishing man and his power of concentration was such that once he took up a subject he never left it until he knew more about it than anyone in the World"[18] This tenacity to get a job done to the best of abilities was well-illustrated in his preparations for Mammals of Great Britain and Ireland (1904)[19] where he spent months with the whaling fleet in the Atlantic to study first hand a group of mammals that had hitherto received little attention.

The work which appeared in a limited print run in 1904 also contains illustrations and chromolithographs by George Edward Lodge (1860–1954) and Archibald Thorburn.

The edition was limited to 550 copies with 17 full colour plates of gardens and plants at his home, Compton Brow in Horsham.

[18] In 1900 Millais arranged for the building of a house called Compton's Brow in Horsham from where he created a private museum consisting of 14,000 specimens.

[24] The collection assembled at Horsham reflected his broad interests and included specimens of big game, deer, waterfowl, bats, seals.

Millais would regularly take off for months at a time to go hunting and to travel, bringing back numerous specimens to add to his vast collection.

Hilaire Belloc would come to dinner once a month and would sit up to the early hours of the morning drinking large amounts of beer as the non-imbibing Millais listened to his extravagant tales.

In 1917 he published the first of two volumes Rhododendrons and Their Various Hybrids,[25] incorporating advice on propagation from his friend and fellow naturalist, Sir Edmund Loder.

In 1923 Millais was awarded the Loder Rhododendron Cup, followed in 1927 by the Victoria Medal of Honour by the Royal Horticultural Society.

His son Raoul recalled a chaotic busy house and a father who was 'enormously intelligent, with the energy of a racing car, a workaholic with immense enthusiasm and a keen sense of the ridiculous'[18] The house and garden did not survive his death, but a few smaller notable plants were saved, some of which were replanted in the Windsor Great Park by his nephew Edward Gray Millais (1918-2003),[27] a leading rhododendron and azalea propagation specialist.