Club record signing Milner was also unable to face the Russians after he picked up a thigh injury in the 3-1 loss at Goodison Park.
Manager Martin O'Neill said: "Milner has got a bit of a thigh problem and the doctor thought he would have a better chance for Saturday if he didn't play against CSKA.
"Heskey is improving and we will see how he is during the next 24 hours. I will have a better idea on Friday."
O'Neill has already voiced his anger at Heskey playing in Spain when not 100% fit and could take the opportunity on Saturday to speak to Fabio Capello, who is set to attend the game.
"I have said already that I wasn't best pleased," he added. "I haven't spoken to Capello yet. I will do.
"I think it is important for me to speak to him. He is coming to the game on Saturday."
New Chelsea boss Guus Hiddink and owner Roman Abramovich witnessed Villa's 1-1 draw with CSKA on Wednesday night.
O'Neill admits he did not expect to see a change of manager at Stamford Bridge after Villa were beaten 2-0 by Chelsea earlier in the campaign.
"Obviously Guus Hiddink has got quality players at his club and it is only a few months ago that Chelsea were the only side this season to have beaten us very well," he added.
"Anyone coming away from the game that evening would have been surprised to have seen a change of manager by this time.
"But things can happen, so fickle is the game."