The areas of professional interest of Milashina include corruption, human rights violations in the North Caucasus and Chechnya, in particular, the investigation of the 2004 Beslan school siege, the 2006 assassination of Anna Politkovskaya, the 2008 conflict in South Ossetia, and the 2009 abduction and murder of Natalya Estemirova.

[7] In the early morning of April 5, 2012, Milashina, along with her friend Ella Asoyan, was attacked by two unknown assailants in the Balashikha neighborhood of Moscow.

[8] While visiting Grozny, Chechnya on February 6, 2020, to attend a trial, Milashina and human rights lawyer Marina Dubrovina were attacked and beaten by unknown female assailants at the lobby of the Kontinental hotel.

[9] Novaya Gazeta reported on February 8, 2022 that Milashina had been forced to leave Russia due to threats against her.

[5][6] The assailants also shaved Milashina's head and covered it in green dye, known as a Zelyonka attack, while telling her to leave and to not write any articles, according to the Memorial human rights organization.