From 1995 to 2000 Milanesi served as chief of cabinet to European Commissioner Mario Monti, responsible for competition policy and the internal market. Milanesi served as Deputy Secretary-General of the European Commission from 2002 to 2005,[3] in this capacity supporting Secretary General David O'Sullivan.
Milanesi was appointed as Minister of European Affairs in the Monti Cabinet on 16 November 2011 and reconfirmed in the following cabinet led by Prime Minister Enrico Letta on 28 April 2013. He left the cabinet on 22 February 2014.
From 1993 to 1996, Milanesi was Professor of Law at the Sapienza University and LUISS, and from 1996 to 2000, he taught at the Bocconi University, and again at the Sapienza University from 2002 to 2006. He is currently Professor of European Law and Director of the School of Law at LUISS. He is also a visiting professor at the College of Europe.