As the trial started Mr Milosevic sat glaring across the courtroom at chief prosecutor Carla Del Ponte.
The whole trial process is expected to last at least two years.
The crimes he's on trial for are said to have taken place when Yugoslavia went through a bloody civil war in the 1990s, which broke up the country into three separate nations - Slovenia, Croatia and Serbia.
Huge graves found
Some of the worst troubles were in a place called Kosovo, in Serbia.
There were lots of Albanians living in Kosovo, and it's said Milosevic ordered hundreds of them to be killed because he wanted to get them out of the country.
Huge graves have been found in the area.
The Milosevic trial, held in Holland, is one of the most important political trials held in recent history.