He was born on December 18, 1856 in Sacramento, California to Jane Templeton Cunningham and Darius Ogden Mills. His father was a highly successful banker and investor who in 1910 left Ogden Mills and his sister an estate valued at $36,227,391. As a result of his father"s many corporate investments, Ogden Mills would serve on the Board of Directors of a number of companies including the New York Central Railroad.
Ogden Mills married Ruth T. Livingston, daughter of Maturin Livingston, Junior. and Ruth Baylies, granddaughter of Maturin Livingston and Margaret Lewis, great-granddaughter of Robert James Livingston and Susan Smith, great-great-granddaughter of James Livingston and Dutch American Marrietje Kierstede, and great-great-great-granddaughter of Robert Livingston, whose statue the State of New York put into the National Statuary Hall Collection in Washington, District of Columbia