Mlica has considerable concert experience. She has been playing on stage since her childhood. To name some of the halls she played in: Linné Garden Museum in Uppsala, Missionskyrkan in Uppsala, Cultural Center of Belgrade, “Kolarac” Concert Hall in Belgrade, City Hall of Belgrade, Musical Academy in Vilnius, Gallery “Vartai” in Vilnius, Fresco Gallery in Belgrade, Brevik Church in Lidingö Stockholm, Tärna Church in Laponia, National Gallery in Cetinje, Montengro etc.

She has played mostly as a soloist, accompanist and as a member of piano trio. Her co-performers were: Ljiljana Jovanović (soprano),  Žana Marinković (flute), Marit Risnes (mezzo-soprano), Biljana Kitanović (violin), Dušan Stojanović (cello), Ljubomir Popović (tenor), Jelena Rakić (soprano), Mia Rådström (mezzo-soprano), Judita Leitaite (mezzo-soprano), Algirdas Drevinskas (tenor), Dalia Surauciute (violin), Ausra Gedziute (cello), Tamara Himmelstrand (violin), Ingmar Härdelin (cello) and others. Milica performed with various choirs as well.