Souness, who was installed as the new coach of the Lisbon club following the weekend presidential elections, has already had an agent approach Villa with a pounds 3m offer for Milosevic - but Villa are unlikely to part with the player while they are still in Europe.
Souness is also believed to be keen on the Strasbourg striker, David Zittelli, who scored twice against Liverpool in the Uefa Cup. Zittelli is available at about pounds 1.5m, a cut-price fee as his contact expires at the end of the season.
Souness, who joined Benfica after being sacked by Torino, is the appointment of new president, Vale Azevedo. His former assistant Phil Boersma will be joining his management team, which will also include two Portuguese coaches.
The Blackburn Rovers defender Colin Hendry faces a six-week lay-off with knee ligament damage. The Scotland centre-half twisted medial ligaments in his left knee in an aerial challenge with Barnsley's Neil Redfearn on Saturday and now faces missing some important matches.
Hendry said : "My body went one way and my leg went the other. I knew straight away that something was wrong. I can walk on the leg and there is movement in it.
"The doctor has had a look at it but we won't know for sure until the injury settles down a bit. The last time I had something like this I was out for six weeks, so I just hope it is nothing worse than that."
In the next few weeks Blackburn are due to face their title rivals Manchester United and Arsenal along with Chelsea, Everton and Bolton.Reuse content