Australia's six-time Winter Paralympic gold medallist Michael Milton has set a world record in his first ever attempt at a marathon.

The Canberra skier, cyclist and paratriathlete ran the Gold Coast Marathon on Sunday using a custom-made pair of carbon fibre crutches.

He finished the 42 kilometre course in five hours, 23 minutes and 30 seconds.

That is well under the previous Guinness World Record time for a marathon on crutches of six hours, 42 minutes and 47 seconds set in 2008.

Milton says it was a gruelling experience.

"It's certainly the most self-inflicted pain that I've ever been through," he said.

"One of the big things in marathon running is blistering and problems like that. My foot's actually really good but my hands are not quite designed for the sort of load and impact and the things that I'm putting through them."

The 40-year-old lost his leg to cancer when he was nine years old, and beat oesophageal cancer in his 30s.

In addition to his sporting success, Milton has climbed mountains and walked the Kokoda Track twice.

He says he is keen for more adventures.

"I crossed the line and burst into tears. It's certainly a very emotional time for me," he said.

"In the end I'm a lifetime athlete, I'll be looking for new challenges but at this stage I don't know what they are."