Peel and slice the banana and place the slices in a freezer container; freeze them for about 2 hours.

Remove the frozen banana from the freezer 15 minutes before making the shake so it can soften slightly. Add the slices to the blender and, if needed, loosen any stuck-together slices with a small knife.

Add the milk and sugar to the blender.

Blend until smooth.

Pour the milkshake into a glass and serve immediately, optionally with a straw.