Let Q be a quasi-ordered set, i.e. a set on which a reflexive and transitive relation ≤ is defined. If, for every finite sequence q1, q2, … of elements of Q, there exist i and j such that i < j and qi ≤ qj then we call Q well-quasi-ordered. For any ordinal number α the set of all ordinal numbers less than α is called an initial set. A function from an initial set into Q is called a transfinite sequence on Q. If ƒ: I1 → Q, g: I2 → Q are transfinite sequences on Q, the statement ƒ ≤ g means that there is a one-to-one order-preserving function ø:I1 → I2 such that f(α) ≤ g(ø(α)) for every α ∈ I1. Milner has conjectured in (3) that, if Q is well ordered, then any set of transfinite sequences on Q is well-quasi-ordered under the quasi-ordering just defined. In this paper, we define so-called ‘better-quasi-ordered sets’, which are well-quasi-ordered sets of a particularly ‘well-behaved’ kind, and we prove that any set of transfinite sequences on a better-quasi-ordered set is better-quasi-ordered. Milner's conjecture follows a fortiori, since every well ordered set is better-quasi-ordered and every better-quasi-ordered set is well-quasi-ordered.