He spoke following the victory to praise Palace's fans and discuss his ambitions for the rest of the tournament.
Reflecting on the match, it was the travelling support which stood-out for Milivojevic in his thoughts as he said: "I think they [Doncaster] played well, I think it wasn't easy to play today against them but we showed that extra quality.
"We scored two nice goals. We had two or three second-half chances, we didn't add to the goals but in the end, we are so happy we won away and I must say, a big thanks to our fans. Many of them came today to give us support and we as players [and] as a club are so proud to have them behind us.
"Today we came and played against a team who are playing in League One and they made the full trip and we're going to do everything to bring them to Wembley. If we can repeat something of what we did a few years ago and play in a final, [that] would be great but let's go step by step.
"Our aim in the FA Cup is to try and get to the semi-final and then the final. It won't be easy, there are a lot of good teams to play against. We don't fear anyone of course but there is one team that you don't want, Man City. But you never know. What happens in the draw will happen and we're looking forward to the cup, of course."
However, despite allowing himself to think fleetingly of Wembley, Milivojevic reinstated that Palace's focus is still firmly on their league position and that they will have to try their damnedest to succeed in that first.
"For me," he said, "the Premier League is the priority of course. It's very tight down there! There are 10 or 11 games until the end of the season and many points are there. It'll be tough, it'll be hard, but that's priority.
"In the cup, as you can see, we didn't rest many players and we played the best of what we have at this moment. We had some injuries as well and some suspensions. That's [progression in the cup] something that we are looking to get and if we have the opportunity, we're going to try."
The opener of the game was netted by Palace's Jeffrey Schlupp, whose goal within 10 minutes proved to be enough for the Eagles even if Max Meyer did add to it as a comforting insurance policy.
But it was Milivojevic who started the move, laying the ball off to Schlupp in his own half before the midfielder drove his way down the pitch to strike past Marko Marosi and open the Eagles' account.
Looking back on the goal, Milivojevic praised his teammate, saying: "It was a nice assist I think! Schluppy's done that [scored] many times. Against [Manchester] City, it was a similar goal. He has that, he has power, he can get the ball, run with the ball and shoot. He has a very good shot which he has to use more and today, again, he showed his quality. The early goal I think was key in this game."
Want to hear from Schlupp himself? See what he had to say post-match here now.