Miln was born in Macomb, Illinois to Dr. T. M. Jordan, a local physician and Annie Wells. At age 5 the family moved to Chicago where her father became wealthy as a banker. She attended Vassar College but was forced to withdraw due to ill-health. At age 18, she began to act in plays in a travelling theatrical company which was run by her future husband, George Crichton Miln. She married him in 1888 and together they travelled to Australia. Her husband struggled to work as an actor and their life for a few years was lived in poverty. He eventually left for work in New Zealand leaving her behind in Sydney to take care of their three young children.