Milinkevich made his remarks in Poland, where he is discussing the situation in Belarus following the March 19 election with Polish officials.
The opposition and Western nations, including Poland, have accused Lukashenka of falsifying the poll results.
Milinkevich, speaking on Polish public radio, said the European Union's threat of targeted sanctions against Belarusian officials, including Lukashenka were having the desired effect.
Milinkevich is due to meet later today with Polish President Lech Kaczynski, the prime minister, and the speakers of both houses of parliament.
Belarusian prosecutors on March 29 said Milinkevich could face up to 15 days in prison for alleged public-order violations during the opposition protests.
An anti-Lukashenka demonstration in Warsaw on February 22 (RFE/RL)
LOOKING OVER THE FENCE: In the 12 months leading up to today's presidential elections, Polish citizens have taken a strong interest in the fate of their neighbors, the Belarusians. Some say this is because the two countries are geographically linked and it is in Poland's best interest to be surrounded by democratic friends. Others say it is because of Poland's own strong history fighting against oppression. Regardless of the reason, one thing is indisputable: Poland is almost as invested in the results of the March 19 election as Belarus is....(more)
MEET THE CANDIDATES: Read brief biographies of the four candidates in the March 19 election.