Princess Milica Petrović-Njegoš of Montenegro, also known as Grand Duchess Militza Nikolaevna of Russia, (14 July 1866 in Cetinje, Montenegro – 5 September 1951 in Alexandria, Egypt) was a Montenegrin princess. She was the daughter of King Nikola I Petrović-Njegoš of Montenegro and his wife, Milena Vukotić. Milica was the wife of Grand Duke Peter Nikolaevich of Russia, the younger brother of Grand Duke Nicholas Nikolaevich of Russia, whose wife was Milica's sister, Anastasia.

Milica and her sister, Anastasia, were invited by Alexander III of Russia to be educated at the Russian Smolny Institute, which was a school for "noble maids". Both sisters were socially very influential at the Russian Imperial Court. They helped introduce a special man named Philippe Nizier-Vashod (usually referred to merely as "Philippe"). Nicknamed jointly "the black peril", they were interested in the occult. They are credited with introducing the mystic Grigori Rasputin to the Imperial family.

Grand Duke Peter Nikolaevich of Russia and Princess Milica were married on 26 July 1889 in Saint Petersburg. The couple had 4 children:

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