Born in 1904 in Albania, Mili moved to America in 1923. He trained as an engineer and was self-taught in photography. He is most famous for his images that captured Picasso drawing with light.

Mili attended MIT shortly after he moved to America, where worked with Professor Harold Edgerton utilizing electronic flash to refine strobe photography. Since the late 1930s, he used a rapid-firing sequence technique in his photography, which allowed him to catch multiple images in a single frame. His photographs of dance, athletics, and musical and theatrical performances were then able to show the graceful flow of movement too rapid for the naked eye to distinguish. In 1939, Mili became a freelance photographer working for LIFE.

Mili died at the age of 79 of pneumonia. His work changed contemporary visual understanding of movement, and left a great precedence for all action photographers to follow.