Milesi studied at the Accademia in Venice under Michelangelo Grigoletti, then he was a pupil of Napoleone Nani in Verona. He specialized in genre paintings depicting everyday life and was also a skillful portrait painter. He gained fame as a genre painter after his participation in the National Exhibition in Milan, at the Brera, in 1881. Since 1895 he was present at all the Venetian Biennials until 1935, when he stopped exhibiting.