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It is a homology class which measures the difference of the Chern-Schwartz-MacPherson class and the Fulton class [\\textit{A. Parusi\u0144ski} and \\textit{P. Pragacz}, J. Algebr. Geom. 10, No. 1, 63--79 (2001; Zbl 1072.14505)]. The authors show that the Milnor class admits an analogue (extension) when one replaces Chern classes by Hirzebruch classes \\(T_{y*}\\), also in the case of global complete intersections. Let \\(Y\\) be a smooth complex algebraic variety with a very ample line bundle \\(L\\) and let \\(X\\subset Y\\) be a global complete intersection given by the common zeros of sections \\(s_i\\in H^0(Y,L^{\\otimes a_i})\\), \\(i=1,2,\\dots ,r\\). The Milnor-Hirzebruch class \\(M_y(X)\\) is the difference between the actual value of \\(T_{y*}(X)\\) and the expected value \\(T_{y*}^{\\mathrm{vir}}(X)\\in H_*(X)\\). It is supported by the singularity set \\(\\Sigma\\subset X\\). An inductive description of that class is given in terms of the generic sections of \\(L^{\\otimes a_i}\\) and the vanishing cycle operation. In fact \\(M_y(X)\\) is the Hirzebruch class of a mixed Hodge module \\({\\mathcal M}_y(X)\\). In the case of a hypersurface, i.e. \\(r=1\\), the formula reduces to \\(M_y=T_{y*}((i_{\\Sigma\\setminus X',\\Sigma})_!\\phi_f{\\mathbb Q}_Y)\\), where \\(X'=\\{f=0\\}\\) is the hypersurface defined by a generic deformation of \\(s_1\\), \\({\\mathbb Q}_Y\\) is the constant mixed Hodge module on \\(Y\\), \\(\\phi_f\\) is the vanishing cycle functor and \\(i_{\\Sigma\\setminus X',\\Sigma}:{\\Sigma\\setminus X'\\to \\Sigma}\\) is the inclusion. For \\(r>1\\) the formula generalizes the result of \\textit{J. Seade} and \\textit{T. Suwa} [Int. J. 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