Milner’s focus will now shift to trying to win a first Premier League crown for Liverpool.
The Reds are up against Watford this Saturday in the early kick-off in the Premier League.
“Obviously winning a trophy last year, it’s easy to sit back or take your foot off the gas, and we’ve gone the other way,” Milner added.
“There’s a long, long way to go now, we know that, no-one is getting ahead of themselves. Again, that’s a massive strength of the squad, we take it a game at a time and concentrate on one at a time.