Folegandros and Milos are two of the most striking islands in the south-western Cyclades, and they pair beautifully. Folegandros is small and vertical: a clifftop Chora, steep paths down to coves and very little traffic. Milos is bigger and busier, famous for its volcanic coastline, coloured rocks and boat trips to sea caves, with Adamas as its lively harbour town. Going from one to the other swaps quiet walks for a longer list of beaches and things to do.
The crossing is simple in summer and harder in winter. From March to November, Seajets high-speed boats cover it in about an hour on most days of the week, but at a price: fares in Ferryhopper's data started at €65.70. The alternatives are the conventional ships of Fast Ferries and Blue Star Ferries, from €7 and €6 respectively, but each of those appears only once or twice a week, so your date decides the choice more than your budget does.
Watch the clock as well as the calendar. On the day we sampled, 12 August 2026, the cheap Fast Ferries ship left Folegandros at 22:35 and reached Milos after midnight. That is fine if you have a room booked in Adamas and someone to meet you, but not ideal if you have to find your way around at half past twelve.
Milos is a good base for the rest of a western Cyclades trip, with an airport and boats to Kimolos, Sifnos, Santorini and Piraeus. Book the Folegandros leg first, since it has the fewest options, and build the rest of the itinerary around it.