It is formed in northwestern Montana, in Glacier County 21 mi (34 km) N of Browning, Montana by the confluence of the South and Middle forks. The South Fork (approximately 30 mi or 50 km long) and Middle Fork (approximately 20 mi or 30 km long) both rise in the Rocky Mountains just east of Glacier National Park, in the Blackfeet Indian Reservation. Much of the water in the North Fork is diverted from the St. Mary's River, through a canal and inverted siphon. The joined river flows ENE into southern Alberta, where it is joined by the North Fork of the Milk River, then east along the north side of the Sweetgrass Hills. It flows past the town of Milk River and Writing-on-Stone Provincial Park, then turns southeast into Montana, passing through Fresno Reservoir, then east past Havre and along the north side of the Fort Belknap Indian Reservation. Near Malta, it turns north, then southeast, flowing past Glasgow and joining the Missouri 12 mi (20 km) downstream from Fort Peck Dam.
The Milk is the northernmost major tributary of the Missouri, and thus represents the rough northern extent of the Mississippi watershed. The small area drained by the Milk River in southern Alberta and southwestern Saskatchewan is one of two areas in Canada that drain into the Gulf of Mexico (The other being the Poplar River watershed which extends into Canada in Saskatchewan).
This appearance results from rock flour suspended in its waters. These extremely fine-grained sediments are the result of glacial erosion at the Milk River's headwaters.