It was City's first win at Arsenal in 37 years.
"This is a tough place to come and we've not had much success in this fixture over the years so we wanted to put that right today and travel home with three points - which we did," said Milner.
"I was happy to get my name on the score-sheet. I found a pocket of space to run into and it was a great ball from Carlos who found me and I just thought, why not? Luckily enough, it went in."