Identify mature seed heads. Milk thistle seeds are mature when they change color from white or tan to brown.
Cut mature seed heads. Wearing heavy gloves to avoid the spines, snip the seed heads and place them in a basket.
Place the seed heads in a paper bag and set in a warm, dry location until they are dry.
Remove the seeds. When the seed heads are dry, lay them on a newspaper-lined tabletop. Wear gloves while removing the seeds. Sort out any leaves, stems or debris that get mixed in.
Store the seeds in an airtight container in a cool, dry place.