"By Monday morning I was off. That's football."
In addition to the big bucks on offer, Milligan said a packed fixture schedule and being coached by Ukranian great Sergei Rebrov is what attracted him to the move.
"There is that (the money), but it's a good league as well," he said.
"I am at a very big club fighting for title. We are leading our (Asian) Champions League group, in the semi-final of the cup.
"My first game was played in front of 67,000.
"It's a very high standard. The last two weeks we've played two teams coming second bottom and bottom and it was a battle.
"Across the board the standard is high and there are things you just don't get in Australia.
"I have played 11 games in seven weeks. Leading into a World Cup, that is what I need to be doing."
Milligan admitted it took him some time to get over the disappointment of being denied the chance to play in England for a second time due to red tape.
Almost a decade ago he also missed out on a move due to not playing enough internationals for a work permit.
Fast forward 10 years and he missed out again after the Socceroos dropped to 53 in the world rankings – three places below the cut-off point for overseas signings.
"It was very disheartening," he said.
"I came back from the Confederations Cup and a lot of interest came off the back of that," he said.
"I'd agreed terms and flew in for my medical. I then got told to wait as they were waiting for the new rankings to come out.
Loading
"I was in Italy on holiday with the family, waiting as lawyers went through ways around it. But it wasn't to be."
Milligan has been given the full lowdown on new coach Bert van Marwijk from his Al Ahli teammates who played under the Dutchman in Saudi Arabia's successful World Cup qualifying campaign.
"He brought in a cultural change in a football sense," Milligan said.
"The way they do things and prepare.
"There are 11 boys in and around the national team at my club and they speak very highly of him."
Selection for Russia would see Milligan go to football's greatest showpiece for a fourth time, something he admits is a huge motivation.
"I've made a point to prove to myself, that despite all of these obstacles I have kept my head down, worked hard to be a part of this set-up," he said.
"I don't expect anything from anybody. I just want to look back after I retire and say with the ability I had I got absolutely everything out of it."
AAP
Comments disabled
Morning & Afternoon Newsletter
Delivered Mon–Fri.
