King Sigismund I the Old visited Mielnik twice, in 1506 (while awaiting Polish crown), and 1513, when he stayed here for a month, ordering construction of a second Catholic church.

In 1520 it became seat of a powiat, and in 1545, three Russian boyars, Fiedor Owczyna, Jendriej Palecki and Michalko Obolenski were imprisoned in the Mielnik Castle.

In late May 1657, it was burned to the ground by Swedes of Gustav Otto Steinbock and Transilvanians of George II Rakoczi, who also destroyed the royal castle and the parish church.

Following the Partitions of Poland, Mielnik was annexed by the Kingdom of Prussia (1795), and in 1807, it was transferred to the Russian Empire, where it remained until World War I.

In 1829, Russians destroyed the local Catholic church, and in 1863, to commemorate the suppression of the January Uprising, the Orthodox chapel of Alexander Nevsky was built.

Following the joint German-Soviet invasion of Poland, which started World War II in September 1939, Mielnik was first occupied by the Soviet Union until 1941, and then by Germany until 1944.