The influence of a spherical boundary on the vacuum fluctuations of a massive scalar field is investigated in background of $(D+1)$-dimensional Milne universe, assuming that the field obeys Robin boundary condition on the sphere. The normalized mode functions are derived for the regions inside and outside the sphere and different vacuum states are discussed. For the conformal vacuum, the Hadamard function is decomposed into boundary-free and sphere-induced contributions and an integral representation is obtained for the latter in both the interior and exterior regions. As important local characteristics of the vacuum state the vacuum expectation values (VEVs) of the field squared and of the energy-momentum tensor are investigated. It is shown that the vacuum energy-momentum tensor has an off-diagonal component that corresponds to the energy flux along the radial direction. Depending on the coefficient in Robin boundary condition the sphere-induced contribution to the vacuum energy and the energy flux can be either positive or negative. At late stages of the expansion and for a massive field the decay of the sphere-induced VEVs, as functions of time, is damping oscillatory. The geometry under consideration is conformally related to that for a static spacetime with negative constant curvature space and the sphere-induced contributions in the corresponding VEVs are compared.