Milligan was key figure in Bert van Marwijk's World Cup squad and played in all three Group C games. 
The 32-year-old returned to Melbourne Victory for a second stint in July last year when a move to England collapsed. Six months later he was reluctantly sold to the cashed-up Jeddah club for $1 million.
He told FourFourTwo last month his goal when leaving Victory was to finish his career "overseas, whether that be in Asia or England".
“When the chance came to move to Saudi, it was a deal for both myself and the club. Going over in January, playing so many games in the Champions League as well with them and to go through the quarters was a good experience for me and I really enjoyed it.”