Milly Thompson is a fellow Bernardelli agent and friend and assistant to Meryl. Despite physically towering over Meryl, Milly looks up to her and always refers to her as "senpai," or "Ma'am" in the English Version, as a term of respect for a senior.

Although physically very strong, she appears rather simple and ditzy, but has an extremely kind heart and also reveals a strength of character and genuine optimism. However, Milly can be just as hotheaded as Meryl if someone is disrespectful towards their family (or wasting food, especially pudding). She can seem somewhat dim, but she has some amazing skills (chess playing, for one) which hint at a deeply buried intelligence. She does have a tendency to go a bit overboard when drinking.

She seemed to pick up on the fact that Vash is the notorious Stampede before Meryl, but she is apparently still somewhat surprised upon realizing that she was correct. Milly comes from a very large family, and writes letters to them constantly (known as "The Milly Monthly").

Somehow Milly manages to hide a very heavy concussion gun (referred to as a "stun-gun") under her coat. The shots, which pop out into the shape of an X-shaped claw, are so powerful they can even knock over trucks. At one point Milly refers to herself as "Stun-gun Milly".