In 2011, he referred to Vancouver Canucks twins Daniel Sedin and Henrik Sedin as Thelma & Louise. Henrik responded with a jab at Milbury for trading Roberto Luongo as GM of the Islanders, while Daniel said, "I don't know how he looks at women. I would be pretty mad if I was a woman." Commenting on an April 2012 game between the Pittsburgh Penguins and Philadelphia Flyers, he said that then-Penguins coach Dan Bylsma "should have taken off his skirt and gone over (to the Flyers' bench)" to confront his counterpart, Peter Laviolette.