[2][3] She was part of the Montenegro international set-up since the younger age categories and won the bronze medal at the 2010 Junior World Championship.
[4] In 2012, she participated in the 2012 Olympic Games in London where she was a silver medalist after Montenegro lost the final match against Norway 26–23.
Milena Knežević started playing handball with her twin sister Dragana when they were young.
[5] Dragana Knežević played one European Cup season for WHC "Petrol Bonus" Podgorica in 2007/2008.
[7] She made headlines when she lost her temper during an EHF Women's Champions League-match against Győri Audi ETO KC when she headbutted Hungarian handballer Anita Görbicz in 2014.