We consider Milnor invariants for certain covering links as a generalization of covering linkage invariants formulated by R. Hartley and K. Murasugi. A set of Milnor invariants of covering links is a cobordism invariant of a link, and this invariant can detect some links undetected by the ordinary Milnor invariants. Moreover, for a Brunnian link L, the first non-vanishing Milnor invariant of L is modulo-2 congruent to a sum of Milnor invariants of covering links. As a consequence, a sum of linking numbers of ‘iterated’ covering links gives the first non-vanishing Milnor invariant of L modulo 2.
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