Milenkovic has stated Vidic was a role-model for him when growing up in Serbia.
And Vidic told BBC Sport: "He is a great representative for Serbian football.
"He is a great example for how players should behave and work hard to try and succeed and maintain their careers.
"He likes to defend and has improved a lot in terms of the tactical side because he played in Italy.
"It is not fair to compare (with me). He has his own abilities and has a good career. He is 27 and for a defender that is still young.
"It is good to say 'when I was young, Vidic was the target I wanted to aim for'. But players should push themselves to go even higher than their idols and the people they are being compared to.
"He is 27. I came to England when I was 24 or 25. He has much more to give."