Milošević was born in Belgrade in 1982. She studied the violin in the class of professor Dejan Mihailovic and graduated from the Faculty of Music Arts in Belgrade. In 2005, she received the M.A. degree. Ksenija has won many awards and performed as a soloist with prominent Serbian orchestras. Since 2001, she has been a deputy concertmaster of the Belgrade Philharmonic Orchestra. She has held the position of a concertmaster for two seasons. She participated in many international festivals with the ethno band "Ognjen and Friends".