City are into the quarter-finals following today's 4-0 home victory over Leeds United and Milner insists the intent is there to win every game possible in the bid to win another piece of silverware.
"It's another trophy," he said. "We want to win every game we step out on that field, and obviously, like we said before, we knew we needed to improve from last week (loss to Southampton).
"We did that, kept a clean sheet, which is important as well, and scored four goals, so that's pleasing.
"Once you get on your field it's just another game (regardless of the opponent)," he added. "It was a good atmosphere; the travelling fans made a lot of noise and it was a good result for us in the end."