Milkins surged into a 3-0 lead, taking breaks of 55 and 66 in the opening two frames, and after Davis got one on the board prior to the mid-session interval, snatched another for 4-1 despite his opponent running to 61.
And though Davis staged a mini-comeback with the next two frames and an even 100 break to pull back to within one, Milkins held off his fellow Englishman in a tense eighth frame to reach the round of 16, where either Mark Allen or Ryan Day will be next.
In wild card qualifying action elsewhere in the session, David Gilbert ruthlessly crushed Lu Ning with a 5-0 whitewash to secure a first round tie with Matthew Stevens.
Gilbert ran up breaks of 75, 50, 81 and 53 in a one-sided preliminary encounter, but Jamie Cope did not have it quite so easy when he needed a final-frame decider to edge post Wang Yuchen. Graeme Dott is Cope's first challenge in the official tournament.
And teenage sensation Lu Haotian made the main draw with a comfortable 5-2 victory over Simon Bedford. The 14-year-old now has an interesting match-up against world number two Mark Selby for a place in the last-16.
Session two results
Mark Davis 3-5 Robert Milkins
Wild card qualifiers
David Gilbert 5-0 Lu Ning
Jamie Cope 5-4 Wang Yuchen
Simon Bedford 2-5 Lu Haotian
- Sports & Recreation
- David Gilbert