Based on the Milloux inequality of meromorphic function, the conclusions related were extended to the case of algebroidal function.The Milloux inequality of algebroidal function concerning small algebroidal function as well as concerning small meromorphic function was studied. By using the second fundmental theorem of algebroidal function and small algebroidal function, and combining with the Jensen formula, conclusions about the Milloux inequality concerning small algebroidal function were obtained. Besides, the problem concerning the number of Borel exception values was also studied.