But the newly-minted Johnny Warren Medallist likes his chances.
With the FIFA World Cup slated for June next year, Aberdeen-bound Milanovic has already taken steps to impress Socceroos boss Tony Popovic.
The winger earned his first call-up to a national team training camp off the back of a stand-out A-League Men season that yielded 12 goals and six assists for the Wanderers.
A move overseas has often stymied the rise of domestic stars and their hopes for a Socceroos spot, but Milanovic is confident he won't be another cautionary tale.
The 23-year-old believes he's ready to test his mettle against some of Europe's best after resisting the urge to move prematurely last year.
"I wanted to be the best in the league before I went," Milanovic said on Wednesday from the Socceroos training camp in Abu Dhabi.
"Playing two consecutive full seasons, it's given me a lot of match experience to move on to Aberdeen and hopefully get a spot there as well as playing every week.
"I've got a very, very close relationship with my father and last year he told me, 'go overseas' because it's both of our goals.
"I want to be at the World Cup. That's a major goal of mine. That's the number one long-term goal that I've had for a few years now and I'm chipping away at it.
"(To) be the Johnny Warren winner - that solidified in my mind that I could go overseas and try.
"And as soon as I was on the roll and I was confident this season, I said to my family, to my agent and to my friends, like, 'Now's the time to go. I'm ready to go'.
"I had a bit of doubt last year ... But this Aberdeen move, there wasn't one hint of doubt.
"It's a big risk. Obviously, there's no right or wrong answer."
Milanovic will first have to convince Popovic to name him in his next squad on Sunday.
The Socceroos will play Group C leaders Japan (20 points) on June 5 in Perth, before heading to Jeddah to take on Saudi Arabia on June 11.
Australia sit second (13) in the race for automatic qualification, ahead of the Saudis (10).
Milanovic says his transition into the Socceroos camp has been made easier with a few familiar faces in former Wanderers teammates Brandon Borrello, Alex Bonetig and Alex Gersbach.
He has also worked with Socceroos assistant coach Hayden Fox previously at Western United.
"Obviously, the squad hasn't been chosen yet ... it's just trusting yourself and backing your own ability," Milanovic said.
"I've done that all season and had my doubters and try to prove people wrong.
"I'm now with kind of the big boys of Australia. I'm with some great players here and I want to put my best foot forward and show that I'm good enough to be here."
Fringe Socceroos defender Alessandro Circati has joined the training camp after completing his first full 90 minutes for Serie A side Parma after returning from an ACL injury.
But Dundee United full-back Ryan Strain has returned to Scotland after sustaining an injury.
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