Those who knew the 45-year-old MP were unable to reconcile the circumstances of his death with the gentle, shy and pleasant man who charmed politicians and impressed fellow journalists.
A former girlfriend, who asked not to be named, said many of his friends were refusing to consider the possibility that he had died as the result of an auto-erotic sex session that went wrong. 'I believe he was murdered,' she said. 'Even if you accept that he was up to these practices - and I know him well and he wasn't - then why would he do it where he was found? He was in the kitchen which is draughty, which has tiled floors and which is not particularly secretive; there are French windows that people can see through.
'On the other hand, that is the perfect place to leave a body where you know it will be seen. And the day he was found was the day of the Conservative Winter Ball, a time when his death would cause maximum embarrassment.'
Potential murderers would include anyone who wanted to destabilise the Government, she said. That included opponents of the Anglo-Irish declaration.
Andrew Neil, editor of the Sunday Times and a friend of Mr Milligan's for 25 years, was keeping an open mind last night, but he said he had assigned six reporters to find out what happened. 'It is not just that I don't believe Stephen could have been involved in this sort of behaviour, I don't believe he could have even known about it. And I can think of no one less likely to get involved in using drugs. From time to time politicians land up in some trouble and you look back and realise he was a scandal waiting to happen. Stephen just did not fit into that category.
'There are only two possibilities; that he accidentally died in these strange circumstances, or that something extraordinary has happened that we don't know about yet. I intend to leave no stone unturned to make sure there was no one else involved.'
Other friends and colleagues said they were deeply saddened and shocked by the bachelor's death.
Sally Penney, his Eastleigh constituency secretary, said messages of condolences flooded in to her office yesterday. 'Everyone is so shocked,' she said. 'He was well liked in the constituency, even by people who didn't vote for him.'
Former colleagues at the BBC, the Economist and the Sunday Times, said Mr Milligan had been depressed before Christmas but had seemed in good spirits recently.
Although he had been engaged twice and was understood to have been close friends with Julia Kirkbride, a Daily Telegraph political correspondent, he told friends he was lonely and wanted to settle and start a family. It emerged yesterday that he had enrolled on the books of a respected dating agency to help him in his quest.
One colleague said Mr Milligan had also expressed disappointment with politics after striving for years to become an MP.
'It was ironic,' he said, 'that the party hierarchy was growing more impressed with him while he was growing more disillusioned with them. He genuinely wanted to improve things but he was surprised that not everyone's motives were the same as his.'