Trailing 1-0, Milenkovic sparked Forest's fight-back as he scored on 87 minutes before Anthony Elanga's 93rd minute winner.
The defender said afterwards: "I am so happy because of the goal, but more happy because of this win and the way we won this game.
"We stayed in the match every minute, even when we conceded the goal. We showed our ambition to win the game. Of course without our fans, we cannot do it. We are so happy and we keep going.
"The atmosphere here is so special. Without our fans, we cannot do it. We have to keep our feet on the ground and have the same ambition to win more games.
"When we conceded the goal, we felt that we have goals in us. We just kept pushing and finally, the result is what we wanted."
On being fourth on the table, he added: "As I said, we need to keep this ambition. We need to keep this mentality and this team spirit. We need to have our feet on the ground and improve minute by minute and training after training to focus on the next game."