Born and raised in Moscow, Milenin started his theatrical studies at the Moscow Art Theatre with Alexander Kalyagin and :ru:Покровская, Алла Борисовна|Alla Pokrovskaja. After three years, he abruptly changed his artistic path and joined the Russian Academy of Theatre Arts where he graduated twice: in 1991, as an actor, under the instruction of :ru:Морозов, Борис Афанасьевич|Boris Morozov and :ru:Райхельгауз, Ио́сиф Райхельга́уз|Iosif Rajchel'hauz; and in 1997, as a director, under the instruction of Vassilij Ivanic Skorik.
Career
Milenin's acting debut was in 1991 at MXAT, playing with Innokenty Smoktunovsky, Stanislav Lyubshin and :ru:Мирошниченко, Виктор Афанасьевич|Victor Mirošničenko. In 1995 he receive first prize at the Lithuanian Festival in Daugavpils for his direction of Diderot's Jacques the Fatalist. In 1996 he staged at the Russian Academy of Theatre Arts, during Sergej Isaiev's direction, The Cherry Orchard and Three Sisters by Anton Chekhov. In 1997 he was invited to Europe, and worked on Dostoevsky's The Gambler at the headed by Jurij Alschitz in Berlin. The next year he participated at the :it:École des Maîtres|École des Maîtres with :fr:Matthias Langhoff|Matthias Langhoff, directing Heart Piece by Heiner Müller. In 2001, as a visiting professor, he directed the graduating students of the School of Dramatic ArtsPaolo Grassi in Milan, staging Romeo and Juliet by William Shakespeare. With :it:Giorgio Barberio Corsetti|Giorgio Barberio Corsetti's Company, he collaborated in Fattore K and Progetto Cechov, directing Chekhov's Uncle Vanya and The Seagull at the Teatro Argentina in Rome. The production, in which the main character of Kostja Treplev was played by a young Filippo Timiat the beginning of his career, proved to be a turning-point experience for all actors involved. He is then among the artists invited at the :it:Santarcangelo dei Teatri - Festival Internazionale del Teatro in Piazza|Festival Santarcangelo dei Teatri and at the :it:VolterraTeatro|VolterraTeatro Festival, where he directs :fr:Dans la solitude des champs de coton|In the Solitude of Cotton Fields by Bernard-Marie Koltès, The Gamblers by Nikolai Gogol and conducts the masterclassAll’uscita del teatro dopo la rappresentazione di una nuova commedia, also inspired by Gogol's work. His study of Koltès' plays continues in 2004 with Roberto Zucco staged in Rome at the Teatro Rialto Santambrogio and at and in Rennes at the . Nel 2005 he wins the first prize at the Russian Festival of Young Dramaturgy in Tarusa directing K. Tcakhova's The Blu snake. In 2007, he is invited at the XIV :it:Festival Internazionale dell'Attore|International Actor Festival in Neaples where he mastered the workshop Recitare con il personaggio on Plato's Republic Sapienza University of Rome and the Accademia Nazionale d'Arte Drammatica Silvio D'Amico invited Milenin and between 2006 and 2007 in the series of masterclasses and conferences about Konstantin Stanislavski and Vsevolod MeyerholdLe due ali del Gabbiano Returning to Russia in 2008, he worked at the :ru:Школа драматического искусства|School of Dramatic Art, founded and directed by Anatoly Vasiliev, leading an acting masterclass on Tarkovsky's films Stalker and Nostalghia. In the same year, he is the founder of , currently based in Naples. The Company has staged under his artistic directionThus Spoke Oscar Wilde and Napolitica, from Oscar Wilde's The Young King, The Happy Prince and other tales; Zed - Philosophy with the Whip, from Nietzsche's, Plato's, Berdyaev's, Theophanes's and others' theories on the nature of love; a new production of Koltès' s Roberto Zucco.