Suffering a serious knee injury in the first game of the World Youth Cup in Argentina hampered his chances of moving to German giants Hertha Berlin.

Milicevic declared the only club he would ever play for in Croatia would be his childhood dream team Hajduk Split, citing both the fanatical Torcida and close friend Josip Skoko as inspirations.

[4] Milicevic surprised coach Gary van Egmond with his level of fitness and immediately set about imposing a sense of drive and vigour on the training paddock,[5] something which many felt that the Jets had distinctly lacked in the course of their disastrous A-League title defence in 2008–09.

[6] His return to competitive soccer was anticipated by fans and the media alike,[7] and despite the Jets' shaky performance in their opening 2–0 away loss in the Asian Champions League to Beijing Guoan,[8] Milicevic starred in their subsequent game, a 2–0 victory over Korea's Ulsan Hyundai in which he marshalled the defence impressively and, along with some inspired goalkeeping by departing custodian Ante Covic, helped the Jets to their first competitive clean sheet in fourteen games.

On 18 March 2010, Milicevic signed a one-year contract extension with the Jets until the end of the 2010–11 becoming captain yet again and leading the team to the best defensive record in the league A-League season.

[11] In March 2011, he signed a short-term contract with Victorian Premier League club South Melbourne FC to keep himself fit, intending to return to Europe for the beginning of the 2011–12 season.