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"It is believed the suspect was not hit by the bullet; however, he immediately fled the scene," sheriff Sgt. Craig McDonald told Riverside County News Source.
Milspaugh saw the suspect trying to get in through the broken window and fired his handgun, which he has kept in his home for decades and often fires at the local gun range.
"I could have shot him in the head between the eyes," he told CBS Los Angeles. "But I didn't want to do that. I would have been in trouble."
Police were not able to apprehend the suspect ,who was described as a 20 to 30-year-old man with a dark complexion, but he did leave his ax behind.