Milne attended Westminster School and Trinity College, Cambridge [5] where he studied on a mathematics scholarship, graduating with a B.A. in Mathematics in 1903. While there, he edited and wrote for Granta, a student magazine.[3] He collaborated with his brother Kenneth and their articles appeared over the initials AKM. Milne's work came to the attention of the leading British humour magazine Punch, where Milne was to become a contributor and later an assistant editor. Milne played for the amateur English cricket team the Allahakbarries alongside authors J. M. Barrie and Arthur Conan Doyle.[6]