Born in Todd County, Kentucky, he attended the common schools and moved to Texas in 1849. There he studied law, passed the bar and began practicing. He was a member of the Texas House of Representatives from 1859 until 1860, when he enlisted in the Confederate Army. He served throughout the American Civil War and took part as a private in the Battle of Wilson's Creek, and as colonel commanded the Tenth Texas Infantry at Arkansas Post, Chickamauga (where he commanded a brigade during part of the battle), Missionary Ridge and Atlanta.

He was then elected as a Democrat to the United States House of Representatives and served from 1873 until 1892. He was the chairman of the U.S. House Committee on Ways and Means during the 50th Congress. He made the tariff his special study, and was long recognized as the leading authority in Congress. As chairman of the Ways and Means Committee of the House of Representatives in 1887-1889 during President Cleveland's first administration, he led the fight for reform. From his committee he reported in April 1888 the Mills Bill, which provided for a reduction of the duties on sugar, earthenware, glassware, plate glass, woollen goods and other articles, the substitution of ad valorem for specific duties in many cases, and the placing of lumber (of certain kinds), hemp, wool, flax, borax, tin plates, salt and other articles on the free list. This bill was passed by the Democratic House on July 21, and was then so amended by a Republican Senate as to be unacceptable to the house. The tariff thus became the chief issue in the presidential campaign of 1888.

In 1891 Mills was a candidate in the Democratic caucus for Speaker of the U.S. House of Representatives, but was defeated by Charles F. Crisp (1845-1896) of Georgia.

He was elected to the United States Senate in 1892 to fill the vacant seat of John H. Reagan and served until 1899.

He retired to and died in Corsicana, Texas.

Roger Mills County, Oklahoma took its name from Rep. Mills.