Macmillan studied modern history at Merton College and graduated in 1906. He enrolled for the divinity course at the Free Church College in Aberdeen, and also studied divinity in Glasgow, but he did not proceed to the ministry. An important influence on Macmillan's later work was the semester that he spent at the Kaiser Wilhelm University in Berlin in 1910. He was fluent in German (as well as Dutch and Afrikaans) and attended the lectures of the ecclesiastical historian, Adolf von Harnack, the economic historian Gustav Schmoller, and the pioneer sociologist, Franz Oppenheimer. Macmillan joined the Fabian Society in 1911 and remained an evolutionary socialist or social democrat for most of his life, reverting to liberalism in old age.