The midfielder, who made 27 starts for Wolves across all competitions last season, has so far made just two appearances in this campaign, both in the Carling Cup.
Milijas will be tempted to move elsewhere if he can't increase his standing before the end of the year.
"If it carries on like this then I will try to leave to go somewhere where I will play," the Express & Star quotes him as saying. "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."
The 28-year-old Serb moved to the Molineux from Red Star Belgrade in June 2009.