In 1842, he was appointed Commander-in-Chief, Plymouth. He died at sea 5 May 1845 while returning to Scotland from Plymouth, after more than 60 years' service in the Royal Navy. He is buried with his first wife in the churchyard at Inveresk. Memorial reads. In memory of Admiral Sir DAVID MILNE, G.C.B., &c., &c., &c. For 60 years he served his country in the Royal Navy ; his gallant deeds are recorded in her annals. In all the relations of private life he was upright, exemplary, and esteemed. He expired at sea on the 5th of May 1845, aged 82 years, whilst returning to his native home from Devonport, at which station he had been for the three previous years Commander-in-Chief.