Born Frank Milano in Massapequa, New York, "Sonny" trained with the USA Hockey National Team Development Program from 2012-14 and was a highly rated prospect heading into the 2014 NHL Draft.

The Blue Jackets selected Milano in the first round (No. 16) and he signed a three-year entry level contract Sept. 11, 2014, forgoing a commitment to Boston College.

After playing most of the 2015-16 season with Lake Erie of the American Hockey League, Milano made his NHL debut against the New York Islanders on March 31, scoring his first NHL point, an assist, in his next game against the Carolina Hurricanes. He returned to the AHL and had eight points (four goals, four assists) in 17 games to help Lake Erie win the Calder Cup.

Milano played most of the 2016-17 season with Cleveland; he got a four-game call-up with the Blue Jackets but was scoreless. He also appeared in one Stanley Cup Playoff game.

It wasn't until the 2017-18 season that Milano scored his first NHL goal (Oct. 6 against the Islanders). He finished with 22 points (14 goals, eight assists) in 55 games.

Milano made the Blue Jackets roster out of training camp to start 2019-20 and had six points through his first 11 games. He was traded to the Anaheim Ducks for forward Devin Shore on Feb. 24. 2020, and was not tendered a contract after the 2021-22 season. He signed a professional tryout contract with the Calgary Flames to attend training camp before he was released and signed a one-year contract with the Washington Capitals on Oct. 16, 2022. Milano had 22 points (eight goals, 14 assists) in his first 40 games with Washington, earning him a three-year contract he signed Feb. 4, 2023.