Adolf Milman, born into a large Jewish family in Chisinau, began his artistic journey in Moscow. After moving there in the early 1900s, he enrolled at the Moscow School of Painting, Sculpture, and Architecture. Milman developed a close friendship with Ilya Mashkov, studying in his art studio fr om 1904 and becoming acquainted with fellow artist Robert Falk. He joined the supervisory committee of the Jack of Diamonds art group in 1911, exhibiting his works at their group exhibitions from 1912 to 1914.

In 1917, Milman left the Jack of Diamonds group and, alongside Falk, Lentulov, and others, joined the Mir Iskusstvo association. He also taught at Mashkov's private painting and drawing workshop from 1912 to 1917. Unfortunately, Milman fell ill with tuberculosis and received treatment annually from 1914.

From 1921, Milman lived in Paris, wh ere his paintings were exhibited until 1924. However, he ceased painting in 1922. During his time in Paris, he influenced and taught Canadian artist Edwin Holgate. Tragically, Milman spent the final eight years of his life bedridden and lost the ability to speak. He was laid to rest in the Montparnasse Cemetery.