The former Aston Villa striker called for an increased presence from the governing body to help clamp down on the issue.
"We're giving everything in our power to make things better and because of a few individuals we are losing the battle," he told talkSPORT.
"We need, I think, a little bit more support to fight those battles. It's difficult to control everything, especially in this country. I would be grateful for that kind of help from UEFA.
"Any help we can receive is more than welcome. I can only assure that those people that come to help us and show us how to do things will be recognised and received."
Members of the England Under-21 team claim that they were subjected to racial abuse when playing in Serbia last night, prompting a UEFA investigation.
"We are ready to learn. We have a problem, that's a fact, but with small groups of people and we need to win that battle against the individuals," Milosevic added.
Milosevic went on to say that his team is willing to accept whatever punishment UEFA hands out, but expressed fears that sanctions could cause them to "disappear from the football map of Europe".