Milinkevich told a crowd of some 1,500 supporters in Minsk that there was "no hope of normal civilized relations with Europe" while Alyaksandr Lukashenka is president.
He said Belarus needs to end its isolation from the West under Lukashenka and open up to Western investment.
Lukashenka is running for a third term in office. The United States has dubbed his regime Europe's "last dictatorship."
Milinkevich also said that, for Belarus, Russia is "a strategic partner, but Belarus's independence is an absolute."
Supporters at the rally chanted "Long Live Belarus" and "Freedom."
Police afterwards impounded a minibus with sound equipment and detained an opposition politician.
Belarus Election Preview
A protester in Vitsebsk calls for a boycott of the 19 March vote (RFE/RL)
ALL EYES ON BELARUS: No matter the outcome, the presidential election to be held on 19 March is an important event for the future of Belarus, according to three experts on the country who spoke at an RFE/RL briefing in Washington, D.C., on 14 February.
ROBIN SHEPHERD, adjunct fellow with the New European Democracies Project at the Center for Strategic and International Studies (CSIS), said that civil society has been seriously weakened in Belarus as a result of the current regime's self-isolating and corrupt policies. Shepherd believes incumbent Belarus President Alyaksandr Lukashenka has decided he needs a democratic election to legitimize his regime. Shepherd cautioned that opinion polls be read accurately when evaluating the election results when they become available. For example, he predicted that the true level of support for Lukashenka will probably be from 10 to 12 percentage points less than the actual reported vote count, because of a "fear factor" within the Belarusian electorate -- that some voters will fear that Lukashenka can determine how a person voted. Shepherd said he cannot predict the outcome of the election, but does believe the opposition could win a fair vote in Minsk.
JAN MAKSYMIUK, RFE/RL's Belarus and Ukraine regional analyst, noted several differences between Belarus on the eve of its presidential election and Ukraine just prior to its "Orange Revolution" in December 2004. He said that, in Ukraine, no incumbent was running for president, putting both candidates on a more equal footing. Unlike Ukraine, the opposition is not represented in the Belarus parliament or in local governments, Maksymiuk said. The primary opposition candidate, Alyaksandr Milinkevich, will not receive any positive media coverage due to state control of the Belarusian media, Maksymiuk said, and the relative economic prosperity of Belarus is another contributing factor to Lukashenka's likely re-election.
ALEXANDER LUKASHUK, RFE/RL Belarusian Service director, emphasized the government's control of the media in Belarus, saying that the Belarusian people are being deprived of both information and public discussion about election issues.