The Australian had a spell at Gresty Road last season, playing one game before suffering an injury, and is behind Paul Robinson and Nigel Martyn in the Elland Road goalkeeping order.
Gradi would like to bring in another keeper before the new season as second choice Ademole Bankole is injured. Gradi told the Stoke Sentinel: "I am trying to borrow Milosevic, but I haven't had permission to do that yet from Leeds.
"Ideally we'd want to take him at the start of the season and I'm hoping to find out more from Peter Reid in the next few days."
Milosevic played the last 15 minutes or so in the friendly at York City as a substitute for Martyn.