Milijas is currently out-of-favour with Wolves manager Mick McCarthy, having made just two appearances this season - both in the Carling Cup.
And Milijas admits he may look for a new club during January's transfer window if his current situation persists.
According to the Express and Star, he said: "If it carries on like this, then I will try to leave and go somewhere where I will play.
"I want to be here but if I can't play, then it's better for me to go somewhere else.
"But we'll see - there are many games before I need to do anything like that. We will have another look in December."
Source: Team Talk
Source: Team Talk