Milne told the Daily Record: "I thought about European football and I know it's a great thing to have on your CV. But going south is what I've wanted to do for a few seasons now.
"Scunthorpe are a massive club. I think they should be in the Premier League never mind the Championship.
"I'm glad of the decision, not just coming down to England, but financially it's a great move as well at this time of my career.