Milch is Jewish. He has been married to Rita Stern since 1982. They have three children.
He has stated he has bipolar disorder. He developed a heart condition in the 1990s. During the filming of NYPD Blue, he suffered a heart attack while arguing with actor David Caruso over the script.
Milch is an owner of thoroughbred racehorses. As a co-owner with Mark and Jack Silverman, he won the 1992 Breeders' Cup Juvenile with the colt Gilded Time. Milch owned outright Val Royal who captured the 2001 Breeders' Cup Mile.
He created NYPD Blue with Steven Bochco and served as Executive Producer of that series for seven seasons. Milch co-created the patrol police drama Brooklyn South with Bochco, Bill Clark, and william S. Finkelstein in 1997 while still working on NYPD Blue. After NYPD Blue, Milch created a CBS series called Big Apple.
From 2004 to 2006, Milch produced Deadwood, a dramatic series for HBO. Milch served as creator, Writer, and executive Producer. The series ended in 2006 after three seasons. There were plans for two feature-length movies to conclude the series, but after many rumors, star Ian McShane has said the sets have been struck and the films are highly unlikely to be produced. McShane presented David Milch with the 2006 Outstanding Television Writer Award at the Austin Film Festival.
Milch began production in 2006 on John from Cincinnati, another dramatic series for HBO. The series was canceled after its first season. Initial ratings had been lower than expected but increased steadily. Ratings for the final episode were more than 3 million. In October 2007, HBO renewed its contract with Milch. A pilot was commissioned for Last of the Ninth, "a drama set in the New York Police Department during the 1970s, when the Knapp Commission was formed to ferret out corruption in the force." Collaborating with Milch on Last of the Ninth was former NYPD Blue Writer and friend Bill Clark. In December 2008, The Hollywood Reporter stated that Last of the Ninth would not be picked up by the network.
In January 2010, Milch announced that he was developing a new drama for HBO entitled Luck, based around the culture of horse racing. Michael Mann directed the pilot and Dustin Hoffman was cast in the lead role. HBO picked up the series on July 14, 2010. The series ceased production after three horse deaths on set, having aired one season. Milch has also confirmed that he has signed on for the film adaptation of Quantic Dream's 2010 video game Heavy Rain.
In November 2011, HBO announced that it had entered into a deal with David Milch's Redboard Productions to produce films and television series based on the literary works of william Faulkner. The deal would cover all of the 19 novels and 125 short stories in the william Faulkner estate, as well as other works, with the exception of those currently contracted with other parties.
In July 2013 HBO announced at the Television Critics Association Press Tour that Milch was developing a new series for the cable network tentatively titled The Money. The show would depict a dynastic New York media family. Irish actor Brendan Gleeson was cast in the lead role as a family patriarch and media mogul. It was announced on March 4, 2014 that HBO had passed on the project. The Wall Street Journal has also reported that Milch has been working on a project for HBO about the fictional Mississippi county Yoknapatawpha County created by william Faulkner.
On April 20, 2017, Ian McShane announced that Milch has submitted a script for a two-hour Deadwood movie to HBO. "[A] two-hour movie script has been delivered to HBO. If they don’t deliver [a finished product], blame them." McShane said that he has spoken to Milch about some of the script and hoped to meet for lunch soon to discuss the film. He also said of the original cast returning that "we’d all love to do it ... It would be nice to see all of the old gang again."
