Milos and Kythnos are both western Cyclades islands, about 40 nautical miles apart, but they could hardly feel more different. Milos is one of the stars of the group, with its volcanic coast, sea caves and busy harbour town of Adamas. Kythnos is low-key and very Greek: a favourite of Athenian families, known for its hot springs at Loutra, long sandy beaches and two traditional inland villages. Going north from Milos to Kythnos is a way to finish a western Cyclades trip somewhere quiet and close to Athens.
The direct link is mostly a summer thing. In Ferryhopper's table of last year's sailings, Seajets ran this direction from June to September, three days a week in June and up to every day in September. Outside those months, Aegean Sea Lines appeared in January, November and December on a slower conventional ship, and February to May and October showed no sailings from Milos to Kythnos at all.
That shapes how you should plan. In summer, pick your Seajets day first and fit your nights around it. In the shoulder seasons, you may find it easier to go via Serifos, which has boats from Milos and on to Kythnos, or to head back to Piraeus or Lavrio and approach Kythnos from the mainland.
Money matters here too. The Seajets fares in last year's table ran from €57.20 to €85.80, while the winter Aegean Sea Lines ship started at €18. When we checked Ferryhopper, the lowest single fare was €14. Search your exact date to see what is really on offer.