M�lle was a lively 19th century fishing village, some of whose stately buildings survive to the present. It was earlier and still is today an enclave of relatively affluent residents, who initially made their fortunes from fishing. There are extant two sizeable 19th century hotels, which are perched high above the harbour. Other historic buildings surviving are the 1910 Villa Itielenborg, built by a scrap dealer whose architectural ideas derived from a visit to the Italian Riviera. Villa Africa is a two story historical residence erected by a M�lle sea captain to woo his bride to move from South Africa.
In the latter part of the 19th century M�lle was renowned as a center for erotic entertainment, especially mixed sex bathing (considered marginally scandalous in that era); thus it attracted visitors from throughout Sweden as well as various parts of Europe. There was even a weekly train from Berlin to M�lle up until the First World War