It was only natural that Milner, who had begun his imperial career at Cairo and had visited the country regularly since, would lead an investigative mission to Egypt. This step had been under discussion since April 1919, but was delayed time and again by intervening domestic and imperial crises. According to its original terms of reference, the Milner Mission was ‘to enquire into the cause of the late disorders in Egypt, and to report on the existing situation … and the form of the Constitution which, under the Protectorate, will be best calculated to promote its peace and prosperity, the progressive development of self-governing institutions, and the protection of foreign interests’. Milner reported to the King's secretary Stamfordham on 19 November, ‘My fate seems to be sealed. I am to leave for Egypt on Friday week – & I expect I shall be away between 2 & 3 months’. Unfortunately, he would not be there to welcome back the Prince of Wales from his ‘triumphant progress’ through the US and Canada. Amery, he went on, would act for him at the Colonial Office in this and other matters while he was away.

Before he departed, Milner was at the House of Lords to hear Curzon speak on his mission. In answer to a question, the Foreign Secretary declared that Egypt's ‘geographical position at the gate of Palestine, at the doorway of Africa, and on the high-road to India, made it impossible that the British Empire, with any regard to its own security, should wash its hands of responsibility’. Not only British, but universal interests ‘would best be secured by leaving Egypt under the aegis of a great civilized Power’. He defended the Protectorate and told the Lords that it would be Milner's task to ‘devise the details of a Constitution’ in which British assistance and guidance would be needed. The Mission was not going out with a ‘Constitution in its pocket’ and intended to consult all parties. It was not authorized to impose a system on Egypt.