They hd kept the gig a secret for weeks and announced it just hours before the show on Saturday with a tweet @Milburn, simply saying '@Leadmill - Midnight X,.
And massive crowds queued up for a chance to see the band who inspired the Arctic Monkeys and have been performing to record crowds nationwide since their reunion after an eight year break.
Those who did get in were not disappointed with a hour long set of greatest hits from frontman Joe Carnall - who is also bass player with Reverend and the Makers - and his Milburn bandmates Louis Carnall, Tom Rowley, and Joe Green.
And more is to come.
Joe revealed backstage how the band have been recording new songs for a release later this year and outlined other plans.
He said: "Tramlines happens every year, we're a Sheffield band and we've got ban together this year - so we thought it would be rude not to do something, then this came up and we thought it would be a good laugh.
"Obviously we did four shows at the Sheffield O2 Academy earlier this year but the Leadmill is special to us. It was a big deal for us when we played it as gigs. We just wanted to do something.a bit weir and last minute. We thought we might be overdoing it in Sheffield and we the real test is when you go away from your own city - we sold out Manchester, we're close to selling out London so yes, I think people still want Milburn."
Look out for full interview and more video coming soon.