Milne studied at Bishop Wordsworth's School in Salisbury and then at the Royal Academy of Music in London, where he now teaches, and later in Italy under Guido Agosti. In the 1970s, Milne was the first pianist to offer a comprehensive survey of the music of Medtner since the composer made his own records in the 78s era.
- "Famous Wordsworthians". Bishop Wordsworth's School website. Retrieved 28 October 2011.
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