Milne attended Hymers College (an endowed school) in Hull for his secondary schooling and from there he won an open scholarship in mathematics and natural science to study at Trinity College, Cambridge.
Milne dinaluhan Hymers College (isang endowed paaralan) sa Hull para sa kanyang pang-ikalawang-aaral at mula doon siya won ang isang bukas na kaalaman sa matematika at likas na agham sa pag-aaral sa Trinity College, Cambridge.