After attending a boarding school in London, Milly Steger trained at art schools in Elberfeld. From 1903 to 1906, she received private training from Karl Janssen in Düsseldorf, as she could not enter the Düsseldorf Academy because she was a woman. She moved to Berlin in 1908, where she began teaching at the Women's Academy of the Berlin Society of Artists.

Her sculpture was inspired by that of Georg Kolbe, Rodin, Maillol and Minne. She was involved in the circle of artists around Osthaus and established contacts with the sculptors Moissey Kogan and Will Lammert, the painter Christian Rohlfs and the glass painter Jan Thorn-Prikker. Steger lived in a house in the artists' colony "Am Stirnband" in Hohenhagen. For the tenth anniver...