Milroy is a city in Redwood County, Minnesota, United States. The population was 259 at the 2020 census. It is named after Robert H. …Milroy is a city in Redwood County, Minnesota, United States. The population was 259 at the 2020 census. It is named after Robert H. Milroy, a Union Army general in the American Civil War. According to the United States Census Bureau, the city has a total area of 0.26 square miles, all land.