Mila, 28, was born in the Ukraine — and had to hide the fact she was Jewish when she was growing up for fear of persecution.
She said: “My whole family was in the Holocaust. My grandparents passed and not many survived.
“After the Holocaust, in Russia you were not allowed to be religious. So my parents raised me to know I was Jewish. You know who you are inside.”
Her grandparents managed to escape the Second World War slaughter — but other relatives did not.
During the Nazi occupation of the Ukraine up to 900,000 Jews were murdered.
Even today, there is still prejudice against Jews and the far Right movement is strong.
Mila — born Milena — saw anti-Semitic graffiti in her school in Chernivtsi, a city in the south-west of the country.
“One of my friends who grew up in Russia, she was in second grade. She came home one day crying. Her mother asked why and she said on the back of her seat there was a swastika.
“This is a country that obviously does not want you.”
When the actress was seven her parents Mark, a mechanical engineer, and mum Elvira, a physics teacher, decided to move to the US with Mila and her brother Michael.
When she got to America Mila could not speak English and her first year at school was a huge struggle. She said: “I cried every day. I didn’t understand the culture. I didn’t understand the people.”
Her dad got a job driving a cab and her mum worked in a pharmacy. In order to improve Mila’s English they sent her to acting classes when she was nine. From there she got a manager.
Just two years later she was acting professionally in her first TV role, soap opera Days Of Our Lives.
She was determined to succeed against all the odds. When she went for a role in TV series That ’70s Show she was told all applicants had to be at least 18.
The problem was she was just 14. So she told the casting team she was “going to be 18 on her birthday” — without saying which birthday.
Last month there were rumours that Mila and Ashton were dating after they were spotted enjoying a long weekend together. But Mila said: “It’s absurd. It’s a friend. A friend is a friend.”
The actress has been linked to other co-stars in the past, including Justin Timberlake who appeared with her in the romantic comedy Friends With Benefits.
But the only long-term relationship she has had was with Home Alone star Macaulay Culkin.
She started seeing Macaulay when she was 18 and they split up in 2010 after eight years together.
The break-up was said to be amicable but there were concerns about Macaulay’s health afterwards.
While she was in That ’70s Show, Mila also got a part in the hit animated comedy Family Guy, where she voices daughter Meg Griffin.
Her big break in cinema came when she starred in Forgetting Sarah Marshall with Russell Brand.
Since then she has appeared in Max Payne with Mark Wahlberg, The Book Of Eli with Denzel Washington and Date Night with Steve Carell.
Her most memorable role to date, though, is undoubtedly ambitious ballerina Lily in Black Swan. Her racy lesbian sex scene with co-star Natalie Portman in the movie grabbed the headlines. The pair were good friends before making the film, so doing the saucy scene was even more daunting.
And the star is not afraid to try out exotic dishes from around the world.