Both sides lost their opening fixtures - with Athletic Bilbao taking an away win in Bratislava and Salzburg going down 3-1 at Paris St Germain - with a second defeat unthinkable to either side's prospects of progressing.
Serbia international Milinkovic was key to his side's 2-1 victory over his former club Kosice at the weekend, scoring the winner to cap off one of his best displays for Slovan.
He said: "Of course we were delighted with this triumph. It is good that we catch them (Salzburg) at the right time.
"We will bring a good mood to Salzburg. I believe it will be a good match.
"My performance (against Kosice) was only what is expected of me. Me, and the people at the club, know what I can do.
"I really toil in training to get into shape and give what everyone expects from me.
"With every day, it is better and better. I have worked really hard and the clash with Kosice gave me extra motivation."
Slovan skipper Igor Zofcaka, meanwhile, has prepared his side for a tough, physical encounter.
"We already have some knowledge of them," he said.
"We know they have some strong personalities. Much has been said in particular about the tall attack, and they are very strong in the air."
Salzburg have not conceded in their last three home matches in Europe and also go into the match on an 11-match unbeaten run at home in all competitions.
Coach Ricardo Moniz wants an improved performance from his side after some individual errors let them down against PSG.
He believes his side have the quality to control the game and wants the players to prove it.
"I hope we go on Thursday with a different attitude to the game," he said.
"We should be superior to Bratislava. I expect a highly motivated opponent that will give more than 100% but we must win, to show that we are the better team are."