Milburn is located 15 miles northeast of Victoria Springs State Park, via an asphalt road, and just two miles south of the Blaine County line. The post office was established in 1886. In 1897, town had a newspaper publisher; the subscription price was 10 cents per year. In 1937, a number of farmers in the area grew tomatoes and a canning factory was in operation. In 1955, the Milburn Diversion Dam was constructed on the Middle Loup River, about four miles northwest of the town in Blaine County. In 1983, the contents of the town’s general store were auctioned.