Milo was said to be a friend of Pythagoras. One story says the wrestler saved the philosopher's life when a roof was about to fall on him. Another story says that Milo may have married the philosopher's daughter. Like other successful athletes of ancient Greece, Milo was the subject of tales of strength and power. Among other tales, he was said to have carried a bull on his shoulders and to have burst a band about his forehead by inflating the veins of his temples.