Though her family would ultimately settle in Italy, Sofia Milos was born to a Greek father and Italian mother in Zurich, Switzerland. By the time she reached adolescence, Milos had demonstrated a clear knack for the liberal arts, and, in addition to proving herself a skilled painter, had become fluent in Italian, French, German, Greek, Suisse, Spanish, and English. Though she wouldn't begin acting until later in life, Milos nonetheless got used to public scrutiny when she won a beauty contest at the age of 14, beginning a successful modeling career a year later -- so successful, in fact, that the money she earned modeling throughout France, Italy, Japan, Russia, and the United States paid for her education at the School of Business and Economics in Switzerland.
In 1990, Milos decided to take up residence in the United States, where she spent time living in New York before settling down in Los Angeles. Shortly after her arrival, Milos began attending acting classes at the Beverly Hills Playhouse, which is led by renowned acting coach and director Milton Katselas. Milos worked primarily in theater circles until 1993, when she was cast in Café Americain, NBC's short-lived sitcom co-starring Valerie Bertinelli and Maurice Godin. Though the show wasn't a hit, the right people noticed her potential, and Milos began racking up an impressive television resumé. She appeared on Friends in 1995, made a guest appearance on Mad About You in 1996, and landed a reoccurring role on Caroline in the City from 1997-1998. Though she made her feature film debut in 1999 -- she played one of Tim Meadows' voluptuous love interests in The Ladies Man -- it wasn't until her performance as mob boss Annalisa Zucca on HBO's The Sopranos that she would achieve mainstream recognition.
HBO continued to showcase Milos' talents in Larry David's Curb Your Enthusiasm, for which she played an entirely improvised role as the girlfriend of Richard Lewis. After several more unsuccessful television pilots and a guest spot on ER, Milos starred as a long-suffering widow opposite Jason Isaacs and Lupe Ontiveros in Passionada (2003). Following the film, Milos landed a regular role as detective Yelina Salas in the hit television drama CSI: Miami.