Milone made his major league debut on September 3, 2011, against the New York Mets. Milone struck out Angel Pagan of the New York Mets for his first career strikeout, and later hit a three-run home run on the first pitch of his first Major League at bat, becoming the 27th player in major league history to do so. He left the game after pitching four and one-third innings.
Milone started the regular season in the #3 starting rotation spot behind Brandon McCarthy and Bartolo Colon. Milone was the only starting pitcher in the A's rotation to last all season without getting injured and had started the most games for the A's during the 2012 season. He pitched his first complete game of his career on June 20th defeating the Los Angeles Dodgers. Milone had started game 2 of the ALDS, but the A's had lost to a no decision in the bottom of the 9th inning. Milone finished the season with a 13–10 record and with 137 strikeouts and an era of 3.74
Milone was optioned to the Triple-A Sacramento River Cats on August 3, 2013. Milone finished the season with 12 wins in 28 games, 26 of them starts.
Milone started the 2014 season in the A's rotation as the fifth starter. Despite owning a record of 6-3 and a 3.55 ERA in 16 starts, Milone was sent down to AAA. After his demotion he demanded a trade.
Milone's four-seam fastball ranges from 87–89 mph, and he complements it with a cutter (84–86), curveball (75–79), and changeup (79–82), as well as a rare two-seam fastball. Milone's repertoire against left-handed hitters tends to be fastball-cutter-curveball, while against right-handers it is fastball-changeup-cutter. He uses his changeup heavily in 2-strike counts against righties. His curve is his best swing-and-miss pitch with a whiff rate of about 33%. Milone has shown good control early in his career, with a walk rate under 2 per 9 innings.