from 1885 to 1892. When he left school, he was apprenticed to a cabinet maker/wood worker and attended night classes at the School of Technology from 1892 to 1895 in woodwork, and later in carving and modeling. After a period of work-study, he attended the technical school full time from 1895 to 1897. In 1897, Milles accepted a job in Santiago, Chile, to help run a school. En route to South America, Milles had a stopover in Paris, France.  Enchanted by the exciting, artistic capital, he changed his plans.

Milles remained in Paris until 1904, attempting to support himself with piecework for other cabinetmakers, including making coffins and carving furniture, while continuing to teach himself modeling and trying to establish a professional reputation as a sculptor. In 1899, he exhibited an original sculpture at the prestigious "Salon" in Paris, the official art exhibition of the Academie des Beaux-Arts.  Milles continued to exhibit there each year until 1906.

In 1902, Milles's maquette—a small, rough, three-dimensional plan for a sculpture—for the proposed Sten Sture Monument at Sweden’s Uppsala University received fourth prize. A popular vote by the students, however, awarded it first prize and it was Milles’s design that was eventually selected, establishing his reputation in Sweden. Disagreements and lack of funds delayed the completion of the monument until 1925. Between 1903 and 1904, he traveled in various parts of Western Europe and in 1905 Milles married Olga Granner (1874-1967), a portrait artist he met when both were studying in Paris. From 1906-1908 he suffered a cycle of ill health and short recoveries. In spite of these setbacks, in 1908, Milles and Olga began to build Millesgården, their home on the cliff of Herserud high above Lake Vartan on the island of Lidingo, near Stockholm.

In 1914, a major group of his works at The Baltic Exposition in Malmö, Sweden, garnered favorable attention from European critics; however, World War I interfered with further building his reputation on the continent. Feeling that his earlier works did not meet his new standards, Milles destroyed most of the work in his Millesgården studio in 1917. By 1920, he had become Professor of Modeling at the Royal Academy of Art, Stockholm. His newest works were given a prominent place at the Tercentenary Exhibition, Stockholm, in 1923. A large fountain project at Holmberg was completed in the same year. The occasion of his 50th birthday was celebrated in the Swedish press: he had become the pre-eminent sculptor in Sweden. However, his increasing simplification of form and daring with subject matter also brought with it increasing adverse criticism in his home country.