Milkins lost 5–3 in the second round of the Australian Goldfields Open to Joe Perry and 5–0 in the first round of the Shanghai Masters to Judd Trump. He reached the semi-finals of the Asian Tour's Haining Open, but was defeated 4–1 by Ricky Walden.&lt;ref name="2015/16"&gt;&lt;/ref&gt; Milkins was knocked out in the second round of the UK Championship 6–2 by David Grace. His second last 16 appearance in a ranking event this season came at the PTC Finals courtesy of eliminating Tian Pengfei 4–1. He had chances in the deciding frame against Barry Hawkins to make the quarter-finals, but failed to take them to lose 4–3. Milkins ensured his place in the World Championship draw by beating Kurt Maflin 10–7. He fell 7–2 behind Mark Selby after the first session, before winning four frames in a row upon the resumption of play to trail by one. However, Selby then took the three frames he needed to overcome Milkins 10–6.