Milner had another important source of support for his policies in an overlooked cadre of female admirers of his imperial vision. Prominent among these was his future wife, Lady Edward Cecil, née Violet Maxse, who arrived in Cape Town with her husband a few months before the outbreak of war. In the three weeks before they relocated north, with Lord Edward engaged in arranging military supplies, Milner saw much of Violet. In their many walks and talks he unburdened himself and such intimacy made a strong impression. An ardent imperialist herself, Violet recorded that she was, ‘immensely impressed by him’. Milner seemed to have ‘grown bigger on very fine lines. He has kept his gentleness and charm and width of view and to them has added a firmness and a certainty of purpose which seem to me very unusual.’ Violet told her brother, the journalist Leo Maxse, that she wished ‘Milner had a less heroic fight to make. Three and a half month's crisis – telegrams all day, up at seven and generally not in bed until 2, an hour's ride or walk the only change – some days he is in the house altogether.’ Nonetheless, she went on, Milner remained ‘well, alert and cheerful, absolutely fearless for himself – realizing his strong and his weak points, knowing that he holds British South Africa for the moment absolutely behind him, which has never happened before and will not happen again for many years’.

Violet accompanied her husband as far as Kimberley where she unluckily stepped on a steel pin, which broke off in her foot and needed a surgeon to remove. While she recuperated at Kimberley, Lord Edward went on, first to Bulawayo and then Mafeking to join his commander, Colonel Robert Baden-Powell. It was the end of August before Violet was back in Cape Town where she found her friend Lady Charles Bentinck also staying at Government House. Cecily Bentinck's husband Lord Charles had also joined the forces at Mafeking and the two women would be constant companions over the following months.