Born to Vincenzo Milazzo and Camilla Pizzo in Castellammare del Golfo, Sicily, Milazzo immigrated to the U.S. in 1911 and settled in Brooklyn, New York. Upon his arrival Milazzo quickly established himself within Brooklyn's Sicilian community and the Italian underworld. With his desire to succeed in America the young Sicilian gangster surrounded himself with a group of friends and fellow Castellammarese mafiosi who were highly motivated and ambitious like himself. One of these men was a close associate by the name of Stefano Magaddino, another Castellammarese born Sicilian who was the member of an influential and well-known Mafia family hailing from their hometown. Milazzo's ambition, drive and criminal talents allowed him to make his way up the ranks of the Brooklyn based Castellammarese