Milano was born on December 5, 1888 in Reggio Calabria in Southern Italy to Pietro and Grazia Milano (née Mazza). His family eventually immigrated to the United States and made their way to Cleveland, Ohio. Milano and his brother Frank were active in Black Hand extortion and bootlegging during prohibition. His younger brother Frank was leader of the "Mayfield Road Mob", an Italian gang that fought the Porrello crime family for control of criminal rackets in Ohio. In the early 1930s, the Porrello family was defeated and Frank became Boss of the Cleveland crime family, being an original member of The Commission. Anthony served as his Underboss. In 1935, Frank fled the country due to tax evasion charges. Alfred Polizzi took over as Boss of the family and kept Anthony on as Underboss. Milano r