Milkwall was situated halfway between Coleford and Coleford Junction and like Coleford station was built in 1875. Little more than a halt, its facilities were basic and in a situation remarkably similar to Coleford, the facilities were only upgraded after a fire in 1923. Again, passengers only enjoyed the new facilities briefly until 1929.
The Sling branch met the Coleford branch at Milkwall. The Sling branch was the railway conversion of the remnant of the Milkwall Tramway that had not been converted when the Coleford branch was built.
The line through Milkwall has now been converted to a walkway/cycle path.