Biochemical systems have important practical applications, in particular to understanding critical intra-cellular processes. Often biochemical kinetic models represent cellular processes as systems of chemical reactions, traditionally modeled by the deterministic reaction rate equations. In the cellular environment, many biological processes are inherently stochastic. The stochastic fluctuations due to the presence of some low molecular populations may have a great impact on the biochemical system behavior. Then, stochastic models are required for an accurate description of the system dynamics. An important stochastic model of biochemical kinetics is the Chemical Langevin Equation. In this work, we provide a numerical method for approximating the solution of the Chemical Langevin Equation, namely the derivative-free Milstein scheme. The method is compared with the widely used strategy for this class of problems, the Milstein method. As opposed to the Milstein scheme, the proposed strategy has the advantage that it does not require the calculation of exact derivatives, while having the same strong order of accuracy as the Milstein scheme. Therefore it may be used for an automatic simulation of the numerical solution of the Chemical Langevin Equation. The tests on several models of practical interest show that our method performs very well.