Milan Šetena was born in Prague, where he took violin lessons from a very early age. He studied with Bedřich Čapek from 1974 to 1982 and with František Pospíšil at the Prague Conservatory from 1982 to 1988. As a student, he was  appointed the first  ever concertmaster of the Gustav Mahler Youth Orchestra under Claudio Abbado in 1987, the year it was formed.

Milan Šetena moved to Vienna in 1988, where he continued his studies with Prof. Alfred Staar. In 1990, he was engaged as a  first violinist of the Vienna State Opera and in 1994 he became a member of the Vienna Philharmonic.In addition to the VPO, Milan plays  with the Kammerorchester Wien Berlin, Wiener Virtuosen, the Wiener Geigen Quartet, the Schulhoff Quartet and the Antonin Dvorak Piano Quartet with whom he has participated in numerous CD recordings and performed at renowned international festivals, such as the Salzburg Festival, Schubertiade Schwarzenberg,  Festival Mitte Europa and The Stars of White Nights Festival in St. Petersburg.Moreover, Milan has appeared as a soloist at a large number of concerts in Austria and abroad. In 2009, he recorded a CD titled "Wiener Romanzen" with his long-standing piano partner, Maria Vigilante.Along with Rainer Honeck, the concertmaster of the Vienna Philharmonic Orchestra, Milan featured as a soloist partner  on a CD in the "precious music" series of the Österreichische Nationalbank.In 2012, Milan recorded another CD in this series, this time in his own right as the soloist.As well as his activities as an orchestra, chamber and solo musician, Milan Šetena is also a chamber music coach. In January 2012, he sat in the jury of the Concertino Praga International Chamber Music Competition and  in June 2014,  on the panel of the A.Dvorak  International  Chamber Music Competition.

Milan Šetena plays a violin by Sanctus Seraphin, Venice 1733, on loan from the Österreichische Nationalbank's collection.