Miljenović started playing basketball with the youth ranks of FMP. In October 2011, Miljenović signed his first professional contract with Partizan Belgrade. In December 2011, he was loaned to Mega Vizura.[3] On September 25, 2012, he signed a termination of his contract with Partizan.[4]
Only one day after his contract termination with Partizan, Miljenović signed a four-year contract with Serbian team Radnički Kragujevac, on September 26, 2012.[5][6]
On July 23, 2013, Miljenović signed a one-year deal with his former team, Mega Vizura.[7][8]
In June 2014, he extended his contract with Mega Vizura.[9] With the departure of Vasilije Micić from the team, his role in the team increased during the 2014–15 season. In the first game of the 2014–15 ABA League season for his team, he scored 26 points, and added 10 assists, to help his team defeat MZT Skopje, by a score of 103–98.[10][11] He has been named the ABA League Player of the Month for October of the 2014–15 ABA League season.[12] Over 24 games played during the 2014–15 Adriatic League season, he averaged 13.3 points, 4.6 rebounds, and a league leading 8.4 assists per game. During the same season he was named MVP of the Round five times, was the assists leader of the season and was a very close second player in MVP standings behind his teammate Nikola Jokić.
On August 19, 2015, he signed a three-year contract with the Spanish team Sevilla.[13] After one season with Sevilla in the Spanish Liga ACB, he parted ways with the club.[14]