Madeleine Milhaud was born in Paris. Her father, Darius' uncle, was from Aix-en-Provence, and her mother from Brussels. She began acting at a young age, and had a long career as an actress and reciter.
Darius and Madeleine Milhaud were married in 1925; they had one son, Daniel (born 1930), a painter. Darius' piano suiteLa Muse Menagère (The Household Muse) is dedicated to her, and depicts their daily life together. She wrote the libretti for his operasMédée and Bolivar.