A. A. Milne was born in Kilburn, London, England to parents John Vine Milne and Sarah Maria (née Heginbotham) and grew up at Henley House School, 6/7 Mortimer Road (now Crescent), Kilburn, London, a small independent school run by his father.[1] One of his teachers was H. G. Wells who taught there in 1889–90.[2] Milne attended Westminster School and Trinity College, Cambridge,[3] where he studied on a mathematics scholarship. While there, he edited and wrote for Granta, a student magazine.[1] He collaborated with his brother Kenneth and their articles appeared over the initials AKM. Milne's work came to the attention of the leading British humour magazine Punch, where Milne was to become a contributor and later an assistant editor.

Milne joined the British Army in World War I and served as an officer in the Royal Warwickshire Regiment and later, after a debilitating illness, the Royal Corps of Signals. After the war, he wrote a denunciation of war titled Peace with Honour (1934), which he retracted somewhat with 1940's War with Honour.[1][4] During World War II, Milne was one of the most prominent critics of English humour writer P. G. Wodehouse, who was captured at his country home in France by the Nazis and imprisoned for a year. Wodehouse made radio broadcasts about his internment, which were broadcast from Berlin. Although the lighthearted broadcasts made fun of the Germans, Milne accused Wodehouse of committing an act of near treason by cooperating with his country's enemy. Wodehouse got some revenge on his former friend by creating fatuous parodies of the Christopher Robin poems in some of his later stories, and claiming that Milne "was probably jealous of all other writers.... But I loved his stuff."[5]

He married Dorothy "Daphne" de Sélincourt in 1913, and their only son, Christopher Robin Milne, was born in 1920. In 1925, A. A. Milne bought a country home, Cotchford Farm, in Hartfield, East Sussex.[6] During World War II, A. A. Milne was Captain of the Home Guard in Hartfield & Forest Row, insisting on being plain 'Mr. Milne' to the members of his platoon. He retired to the farm after a stroke and brain surgery in 1952 left him an invalid and by August 1953 "he seemed very old and disenchanted".[7] Cotchford Farm was where the Rolling Stones' lead guitarist Brian Jones would later live and be found drowned in 1969.