A 4-1 win over Aston Villa on Saturday allowed Roberto Mancini's men to open up a two-point lead at the top of the Premier League, but there is no let-up in the games with Villarreal and Manchester United on the horizon this week.
The Spaniards visit the Etihad Stadium for a must-win Champions League clash on Tuesday night, while Sunday's Manchester derby at Old Trafford will pit the top flight's first and second-placed teams against each other.
But Milner, who scored City's fourth against Villa, is refusing to be daunted by the size of the tasks ahead.
"Every game we play we want to win," said the England international.
"They're big games but it won't change our philosophy. We'll go and try and win. We've had a slow start in the Champions League but hopefully we'll pick up and put in a performance that we know we can.
"It's a tough group, and obviously our first taste of Champions League football together, but we know we can improve on our Champions League performances so far. A win is vitally important and I'm sure we can get it."
Maybe with the meeting with Yellow Submarine in mind, Mancini left playmakers Samir Nasri and David Silva on the bench against Villa, while eight-goal Sergio Aguero was not risked following a groin strain.
A City side sporting four changes still had enough to see off Alex McLeish's men, though, and Milner believes that shows how strong a squad the Italian has at his disposal.
He said: "It's easy when you're playing every game, but we have got so many games that the manager is going to use his squad.
"We're very lucky that we've got a great squad of players so when you get you chance you have to try and play as well as you can. The main thing is contributing to the team and the most important thing is Manchester City winning football matches. That's all that matters."
Despite another stellar performance against his former club - Milner refused to celebrate his goal as a mark of respect - the 25-year-old is not guaranteed to be given a start against Villarreal.
Often a victim of his own versatility, he could be forced to make way for any one of a number of big-name players waiting in the wings, but he insists that team success should always come before personal preference.
"Where the manager asks me to play I will play," he said.
"I've obviously got better positions and places where I feel I can perform to a better standard but I will do the best I can wherever I'm asked to play.
"Manchester City winning matches is the most important thing. It's not about individuals, it's about the team."