Milroy was born in Maryport, Cumberland, England to Scottish parents. He moved to Cork as a young adult.[2] He was a journalist by profession.
He was a close personal friend of Arthur Griffith and an early member of Sinn Féin, serving on its national executive from 1909 to 1912.[1] He joined the Irish Volunteers, and in 1915 he was arrested and imprisoned for three months for a speech in which he urged Irishmen not to fight in World War I.[3] He fought in the Easter Rising in 1916, and was later imprisoned in England.[1] On 3 February 1919 he escaped from Lincoln Jail in England along with Seán McGarry and Éamon de Valera.[4]
He became a member of Cumann na nGaedheal but left the party and resigned from his seat on 30 October 1924 along with seven other TDs in opposition to the Government's actions to the so-called Irish Army Mutiny. He contested the June 1927 general election unsuccessfully.[9]
In later years, he made up with his former colleagues and was elected to Seanad Éireann, serving for both Cumann na nGaedheal and later for Fine Gael from 1928 until the Free State Seanad was abolished in 1936. He was re-elected to the new Seanad in 1938, following the 1937 general election but failed to be re-elected following the 1938 general election.