Dr. Milind Malshe had initial training in music from late Pandit G. T. Tilak and then he received further training under famous musicologist and vocalist Dr. Ashok Da. Ranade. He recieved training for more than 20 years from Pandit Ratnakar Pai, a renowned guru and exponent of the Jaipur gharana. Prof. Malshe has performed in Bombay, Nasik, Pune, Aurangabad and other places in Maharashtra, as well as in USA and Canada (2000 and 2008).

He has delivered lectures on Aesthetics of Music and Research Methodology to students of MA, MFA and MPhil at the Music Departments of Bombay University, SNDT University, Performing Arts at the University of Pune. He has conducted workshops on Gharana Gayaki at National Institute of Design at Ahamadabad and in Mumbai, Pune and Nasik. Prof. Malshe also conducted workshops / lec-dems on various aspects of Hindustani Music in US & Canada, 2000 and 2008.

Dr. Malshe has many publications on his credit including music criticism in 'Maharashtra Times' in 1976-77, preface (Bandish in Khayal) to Dr.Ashwini Bhide-Deshpande’s book 'Raag Rachananjali' (a collection of Bandishes). He was winner of the Gunidas Award for the best vocal singer, 1973.