Milman has numerous stage credits, including originating the role of Bill Wade in the 1999 New York premiere of Never Swim Alone, by Daniel MacIvor, and the role of Reed Williams in Cats Talk Back, which was a success at the New York City Fringe Festival, in 2002. Milman has also worked at the SoHo Repertory Theater, Yale Repertory Theater, and twice with playwright Israel Horovitz at the Gloucester Stage Company. In 2003 Milman gained wide exposure as "The New Guy" in the popular Wendy's Television commercial.
