Stefan Milenkovich began to play the violin at the age of three under the guidance of his father (who remained his teacher for the following 17 years). He quickly showed a rare talent that led him to his first appearance with an orchestra at the age of five, and his first prize at the Jaroslav Kozian International Violin Competition at the age of seven. The following year, at the age of eight, he made his debut in Belgrade as well as his first album recording. This opened the doors to the West, taking him the following year on a big tour in Italy, followed in the years to come by performances throughout Russia, Germany, France, Belgium, Holland, Finland, Switzerland, Israel, Great Britain, Spain, Turkey, Croatia, Poland, Bulgaria, Sri Lanka, Mexico, China and Australia.
He has appeared as soloist with the Berlin Symphony Orchestra, the Helsinki Philharmonic, the Orchestra of Radio-France, the National Orchestra of Belgium, the Belgrade Philharmonic, the Bolshoi Theatre Orchestra, the Mexico State Symphony, the Orquestra Sinfonica de Estado de Sao Paolo in Brazil, and the Melbourne and Queensland symphonies in Australia, and the Orpheus Chamber Orchestra in a benefit concert at Alice Tully Hall, and he has played under the batons of such conductors as Lorin Maazel, Daniel Oren and Vladimir Fedoseyev. He was invited to play for President Ronald Reagan at a Christmas concert in Washington at the age of 10, for Mikhail Gorbachev at the age of 11 when Mr. Gorbachev paid a state visit to Belgrade, and at The Vatican for Pope John Paul II at the age of 14. At the age of sixteen he played his 1000th concert in Monterrey, Mexico.
In 1993 and 1994 Stefan participated in the most renowned violin competitions. In those two years of competitions where he was usually the youngest competitor, he won first prize at the Rodolfo Lipizer Competition in Italy and the Ludwig Spohr Competition in Germany, Silver Medal at the International Violin Competition of Indianapolis , Second Prize at the Paganini Competition in Italy and the Tibor Varga Competition in Switzerland, Bronze medal at the Queen Elisabeth and Third Prize at the Yehudi Menuhin Competitions . After winning the 1997 Young Concert Artists International Auditions , Stefan came to New York's Juilliard School, where he studied for two years in the Professional Studies program under the tutelage of Ms. Dorothy De Lay.
In 1998, National Public Radio's "Weekend All Things Considered" aired a feature on Stefan, and in 1999, a program with an interview and performance was taped for broadcast in Japan by NHK Television. The Dynamic label has recently released his all-Paganini CD and the complete Bach Sonatas and Partitas. Among the numerous recordings released in the early years of his career are performances of the Mendelssohn and Kabalevsky concertos on Metropolitan Records. Teaching and chamber music are two of Stefan's passions beside solo performances, and he was a teacher for two years in Juilliard at the De Lay Institute, which led to a faculty position at the Perlman Music Program during the summer at Long Island's Shelter Island, as well as the faculty position as Mr. Perlman's assistant at the Juilliard School. Also, he is a member of the newly formed "Corinthian Trio" together with pianist Adam Neiman and cellist Ani Aznavoorian.