Remove ¼ tsp of zest from a fresh orange with the zesting area of a box grater or fine microplane.
Squeeze juice from the orange into a measuring cup. You will need ½ cup of juice, but if the orange does not produce much, add enough water to bring liquid to ½ cup total.
Combine fresh orange juice, orange zest, orange juice concentrate, milk, powdered sugar and ice cubes into a blender and purée until smooth.