Cotton Avenue is an excellent example of a railroad commercial district. The Central Railroad Company built a line between Savannah and Macon via Millen in the 1830's; a north-south line from Millen to Augusta built by the Savannah Railroad in 1852 turned Millen into a major trade post.
Two major depots located along Cotton Avenue indicate the significance of rail transportation in Millen. Both built in the early 1900's, one is currently in used by Norfolk Southern and the other houses the Millen-Jenkins County Museum and Chamber of Commerce. Railroad activity continues to be important in Millen. The terminal serves as a switch station where trains are made up. As many as fifteen trains pass through Millen daily. Train watching is an attraction for train enthusiasts.