In 2004, allegations of rape were made against Milne. The incident is alleged to have taken place on 14 March 2004 at teammate Leigh Montagna's home after celebrations for St Kilda's family day. It was alleged that a 19-year-old woman was raped in a bedroom of Montagna's home just after midnight. An investigation by the Sexual Crimes Squad of the Victorian Police force followed which was led by Senior Detective Scott Gladman. The investigation concluded and no charges were laid against Milne or Montagna.