Ksenija Milošević was born in Belgrade in 1982. She has been playing violin since she was four. She enrolled at the Faculty of Music in Belgrade at the age of 14, graduated, and received her Master’s degree in the class of Professor Dejan Mihailović. She has won numerous awards at various competitions. Ksenija Milošević has been full-time deputy concertmaster of the Belgrade Philharmonic since she was 16, and in 2018 she marked 20 years of work in this orchestra. Since 2006, she has been a permanent member of the Singidunum Trio, with which she has been active throughout the country. She has also been a member of many chamber ensembles and orchestras such as the Violin Ensemble (Ansambl violina), String Masters (Majstori gudači), Balkan Chamber Academy (Balkanska kamerna akademija), Sinfonieta Chamber Orchestra, Ljubica Marić Chamber Orchestra, Ognjen and Friends (Ognjen i prijatelji), with whom she has performed throughout Europe and recorded two CDs.

She is also an active member and soloist of the Double Sens ensemble with violinist Nemanja Radulović, performing all over the world and recording four CDs, three of which were for Deutsche Gramophone. As a soloist, she has performed with many chamber and symphony orchestras such as the Belgrade Philharmonic, the RTS Symphony Orchestra, the Stanislav Binički Symphony Orchestra, and others.