 During the late 1980s, Milstein published his memoirs, "From Russia to the West", in which he discussed his life of constant performance and socializing.Milstein discusses the personalities of important composers such as Alexander Glazunov, Sergei Prokofiev, Sergei Rachmaninoff and Igor Stravinsky and conductors such as Arturo Toscanini and Leopold Stokowski, all of whom he knew personally.He also discusses his best friends, pianist Vladimir Horowitz, cellist Gregor Piatigorsky and ballet director George Balanchine, as well as other violinists such as Fritz Kreisler and David Oistrakh.