How can you reduce the amount of noise in an environment?
Yes, there are ways to reduce noise picked up by a circuit from outside.  Yes, some of these methods could be significant to mV-scale readings, depending on the magnitude of the picked-up noise.

For example, microphones produce mV-scale voltages.  Unless care is taken, the 50 or 60 Hz signal from nearby power wiring can easily be picked up.  This is one source of the common "power line hum" heard in bad audio circuits.