Stuart Pearce's youngsters kick-off their European campaign against Finland on Monday but the Aston Villa winger admits that he already has one eye on South Africa next summer.
The 23-year-old, who has a record 40 caps at Under-21 level, is one of a number of players including Theo Walcott, Micah Richards and Nedum Onuoha looking to impress Capello as they sit on the fringes of the senior squad.
Milner has already made an impression on the Italian having been called up to a number of senior squads this term although that first cap still evades the Yorkshireman.
"There is a World Cup coming up and all the Under-21 players here want to be involved," he told the Daily Mirror.
"This is a great chance to show what we can do, to stake a claim for a call-up in South Africa."
Milner also points out the importance of winning the Euro finals for their personnel progression into the senior squad and becoming the first England side at this level to win the competition for 25 years.
"We need experience of winning tournaments. Look at Spain. they won the European Championships last summer with 70 per cent of their last squad having experience of winning at Under-21 level or below," he highlighted.
"You need to get into the habit of winning, to learn how it is done. That would give us the confidence to have an eye on that World Cup squad.
"I have had a long apprenticeship. But there is now a natural progress from the Under-21s to the seniors.
"I am desperate to make that step up and get that first cap. I have not had the chance yet."
After being a part of the squad that lost 13-12 on penalties in the semi-finals to hosts Holland in 2007 the former Leeds youngster is confident England have enough quality to go all the way this time around.
"There will be no poor teams there but we have lots of Premier League experience," he added.
"Other squads won't have as many players who have played week in, week out in their top division and dealt with high pressure games on a regular basis.
"That should be to our advantage."
England U21 v Finland U21 1st Goalscorer: Milner, J. 7/1