diff --git a/doc/source/whatsnew/v0.18.0.txt b/doc/source/whatsnew/v0.18.0.txt
index 9ebed15c05246..19181fa86f7ef 100644
--- a/doc/source/whatsnew/v0.18.0.txt
+++ b/doc/source/whatsnew/v0.18.0.txt
@@ -503,3 +503,6 @@ Bug Fixes
 - Bug in ``.to_csv`` ignoring formatting parameters ``decimal``, ``na_rep``, ``float_format`` for float indexes (:issue:`11553`)
 
 - Bug in ``DataFrame`` when masking an empty ``DataFrame`` (:issue:`11859`)
+
+- Removed ``millisecond`` property of ``DatetimeIndex``. This would always raise
+  a ``ValueError`` (:issue:`12019`).
diff --git a/pandas/tests/test_index.py b/pandas/tests/test_index.py
index a240b8c1c1e78..28db57a351ab7 100644
--- a/pandas/tests/test_index.py
+++ b/pandas/tests/test_index.py
@@ -4028,6 +4028,12 @@ def test_fillna_period(self):
         with tm.assertRaisesRegexp(ValueError, 'Input has different freq=D from PeriodIndex\\(freq=H\\)'):
             idx.fillna(pd.Period('2011-01-01', freq='D'))
 
+    def test_no_millisecond_field(self):
+        with self.assertRaises(AttributeError):
+            DatetimeIndex.millisecond
+
+        with self.assertRaises(AttributeError):
+            DatetimeIndex([]).millisecond
 
 class TestTimedeltaIndex(DatetimeLike, tm.TestCase):
     _holder = TimedeltaIndex
diff --git a/pandas/tseries/index.py b/pandas/tseries/index.py
index 3e1ba006df5b7..166fcf759c7e1 100644
--- a/pandas/tseries/index.py
+++ b/pandas/tseries/index.py
@@ -1469,7 +1469,6 @@ def _set_freq(self, value):
     hour = _field_accessor('hour', 'h', "The hours of the datetime")
     minute = _field_accessor('minute', 'm', "The minutes of the datetime")
     second = _field_accessor('second', 's', "The seconds of the datetime")
-    millisecond = _field_accessor('millisecond', 'ms', "The milliseconds of the datetime")
     microsecond = _field_accessor('microsecond', 'us', "The microseconds of the datetime")
     nanosecond = _field_accessor('nanosecond', 'ns', "The nanoseconds of the datetime")
     weekofyear = _field_accessor('weekofyear', 'woy', "The week ordinal of the year")