According to a request filed with the International Criminal Tribunal for the former Yugoslavia (ICTY) the lawyers sought access to documents they used in December to support their request for Milosevic's temporary release from UN custody to seek treatment in Russia.
The request was denied and Milosevic, the top Yugoslav war crimes suspect who had had high blood pressure and heart problems for years, died in his cell on March 11.
The court-appointed advocates, Steven Kay and Gillian Higgins, said they were acting in accordance with a request from Milosevic's son Marko.
Milosevic was being tried on 66 charges of war crimes including genocide for his role in the Balkan conflicts of the 1990s.
An autopsy report said Milosevic died of a heart attack but an expert who examined his blood two weeks before his death said the 64-year-old had apparently given himself an unprescribed antibiotic that neutralised his heart medicine.
The ICTY, based in The Hague, said last week that a Dutch inquest into the death has "so far" found no indication that he was poisoned.
The late Yugoslav and Serbian president's nationalist supporters insist that the court bears full responsibility for his death.