"I should not have been there", Milley told an audience at National Defence University where he was addressing a commencement ceremony. "My presence in that moment and in that environment created a perception of the military involved in domestic politics. ... It was a mistake that I have learned from".
Trump and Milley walked through Lafayette Park in front of the White House to the church after law enforcement units used pepper spray to clear the area of non-violent protesters who were demonstrating after the police killing of African-American George Floyd in Minneapolis.
"I am outraged by the senseless brutal killing of George Floyd", Milley said. "His death amplified the pain, the frustration and the fear that so many Americans live (with). ...The protests speak to ... the long shadow of our original sin in Jamestown 400 years ago".
Milley, who took office last year after serving as Vice Chair of the Joint Chiefs, has had the reputation of getting on better with his commander-in-chief Trump than his predecessor General Joseph Dunford, according to media reports.
Law enforcement officers used tear gas and rubber bullets to disperse the protesters at Washington's Lafayette Square.
Nicole Roussell, a Sputnik journalist in Washington, DC, said she was fired at by US police several times while the protest was being dispersed, despite saying several times she was a press staffer. As Roussell filmed protesters "being sprayed with mace in their eyes", she was shot at with a rubber bullet on her calf.