The Serb featured in defeat to Lazio yesterday and spoke to media at the final whistle.
He said: "It was nice for us to play against a great team like Arsenal. We have created many chances, I hope we will not waste much in the league.
"We have to score goals to win the games, we wasted too much tonight.
Milinkovic-Savic added: "Future? I have a contract but in football you never know."