Milshtein was born in Romania in 1934, but fled Europe prior to the Nazi invasion in World War II. He studied at a Pioneers Palace in Tbilisi from 1943 to 1944, and then moved to Bucharest with the painter George Ștefănescu in 1946. He left for Israel the following year and briefly studied sculpture in Cyprus with Asaf Ben Zvi. In 1952, he participated in the Likrat Review with Nathan Zach and David Avidan in order to represent poetry in Hebrew.

Milshtein lived and worked in France