Milijaš came through the youth system of Zemun and made his league debut in 1995.
He amassed 66 appearances and netted two goals in the top flight over the course of two-and-a-half seasons, before completing a move to La Liga side Mallorca in November 1997.
Under manager Héctor Cúper, Milijaš played one Copa del Rey game in the remainder of the season.
In September 2000, Milijaš returned to his homeland and signed a three-year contract with Partizan.
Before hanging up his boots, Milijaš also played for OFK Beograd and Voždovac.