Milledge was born in Savannah, Georgia, the grandson of an original settler of Georgia. He was tutored privately and studied law. After being admitted to the bar, he opened a law practice in Savannah. At the onset of the Revolutionary War, Milledge was part of a group that took colonial governor Sir James Wright as a prisoner in 1775. He also took part in a raid of Savannah's royal armory to procure gunpowder for the revolutionary cause. When the British captured Savannah, Milledge escaped to South Carolina, where American patriots nearly hanged him as a spy. He participated in the Siege of Savannah in an attempt to drive the British forces out.
Milledge was Governor of Georgia from 1802 to 1806. As governor, he created Georgia's first land lottery to combat corruption in the distribution of former Creek land to settlers. He also reorganized the state militia, and built a road from Georgia to Tennessee passing through Cherokee lands. In 1803, Milledgeville, Georgia, state capital from 1804 to 1868, was named in his honor.
