Milnesand is an unincorporated community in southern Roosevelt County, in the southeastern part of the U.S. state of New Mexico.

Milnesand is located on the Llano Estacado, a mesa that covers a large area in eastern New Mexico and west Texas.

The area around Milnesand has had a relatively low human population density in recent centuries due to the lack of perennial water across most of the Llano Estacado.

The region likely supported a greater abundance of wildlife and game for indigenous people during wetter periods, as evidenced by Pleistocene era bison kill sites.

In the early 18th century, the Comanches expanded their territory into the Llano Estacado, displacing the Apaches who had previously lived there.