In 1987 he performed for U.S. President Ronald Reagan, in 1988 he played for Mikhail Gorbachev. In 1991 he played for Pope John Paul II and in 1993 Milenković gave his 1000th concert. At the age of sixteen he was the finalist or prizewinner at the international competitions such as Indianapolis (USA), Queen Elisabeth (Belgium), Hannover (Germany), Tibor Varga (Switzerland), Rodolfo Lipizer (Italy), Paganini (Italy), Ludwig Spohr (Germany), as well as the Yehudi Menuhin (Great Britain). After graduating at the Belgrade Faculty of Music in 1994, he was invited to study at Juilliard. He continued to tour with major orchestras and was named a faculty member of the Perlman Music Program in 2000. In 2003, he was named an associate professor of Juilliard's College and Pre-College Divisions, and assistant of Itzhak Perlman. He is also member of the University of Illinois.