At age of 7, Miloshev started playing handball. He kept playing handball until 2013, but switched to football since he saw bigger prospect. He started his career as a goalkeeper in Obelya Sofia and then moved to Lokomotiv Sofia where he switched to a field position. He was promoted to the first team in 2016 when he was 16 years old. He became team captain in 2020–21 season, when the team won a promotion to the First league. In July 2023 he was awarded by fans of Lokomotiv as the bestplayer of the season.