Born in the Montenegrin village of Čevo, Milena was a daughter of Voivode Petar Vukotić and his wife Jelena Vojvodić (b.

Her father was one of the greatest landowners in Montenegro and a close friend of Voivode Mirko Petrović-Njegoš with whom he had fought in the wars of the 1850s.

Milena's father traveled to St Petersburg and informed Tsar Alexander II of Russia, Montenegro's greatest ally and supporter, of the marriage.

She was inexperienced and was a solitary figure initially overshadowed by Princess Darinka, widow of Prince Danilo, who was close to Nikola.

Between 1865 and 1869, she had four daughters in quick succession, with a son and heir, Prince Danilo, born in 1871, and seven more children would follow.

Nicholas died in 1921, leaving the title of king-in-exile to his son Danilo, who however renounced it to his nephew Michael.

In 1989 her remains, together with her husband's and Xenia's and Vera's, two of her daughters, were transferred to Cetinje and reburied in the Court Church in Ćipur.

Nicholas I and Milena had twelve children: three sons and nine daughters, some of whom married other members of European royalty.