Serbian football resumed behind closed doors on May 29 but there were no restrictions on crowd numbers on Wednesday as defending champions Partizan beat neighbors Red Star 1-0 in the semi-finals.
A near 25,000 capacity crowd watched Partizan move a step closer to a fifth successive Serbian Cup crown following Bibras Natcho's 58th-minute winner at Stadion Partizana midweek.
"I thank the fans for their fantastic support and it was great to grind out this win in front of a full house," Milosevic said.
"Having that kind of support was absolutely imperative today. It was great to see a near-capacity crowd after such a long barren spell."
After a limited number of fans watched Red Star rout Radnik Surdulica 4-1 on Saturday, a full house greeted Dejan Stankovic's men in the Serbian capital.
Red Star have already wrapped up a third consecutive league title, but they were denied a first league and cup double since 2006-07.
Milosevic, who was appointed last year and claimed the Serbian Cup in his first season, added: "I think we did pretty well in a very tough match and reaffirmed that when the going gets tough, the tough get going.
"It was tense, tempers flared here and there but no one crossed any lines and credit to Red Star too for their sportsmanlike behaviour."
Seven-time champions Partizan will face Vojvodina in the final on June 24.