In 1818, after learning of the trading opportunities with the Native Americans living along the upper Red River, Milam traveled from Kentucky to Spanish Texas to trade with the Comanche. While there, he met David G. Burnet, who at the time was living with the Indians in an attempt to recover from a case of tuberculosis. In New Orleans in 1819, Milam met José Félix Trespalacios and James Long, who intended to lead a filibustering expedition to Texas to help Mexican revolutionaries in their ongoing fight for independence from Spain. Milam decided to join the pair on what became known as the Long Expedition.