Milicevic, who left the Victory on unhappy terms, has been enjoying some good form with the Jets at the beginning of this season and would love to come to Etihad Stadium and take three points away from his former club.
Kemp understands this as the case and has admitted he is cautious of the former Socceroos defender.
"I think Ljubo's got a point to prove every time he plays a game," Kemp said yesterday.
"He wants to win and that's the kind of character he is. I wouldn't imagine it would be any different this week."
Kemp added that after the Jets beat the previously undefeated Gold Coast United on the weekend, their confidence will be sky-high.
"We expect them to be buzzing," Kemp said.
"They'll be full of confidence and coming here to knock us off. We'll have to be on top of our game. We can't take any games lightly because we need to pick up more points than we have been."