Despite all the speculation surrounding the likes of Balotelli and Tevez, England midfielder Milner fully expected them to remain with City.
He told Five Live's Sportsweek programme: "I'm not surprised, no. They're both top-class players along with many others we are lucky enough to have in the squad.
"As a team you want to move forward and we say that every year we want to improve on what we did last year. That is as individuals and as a team and as a club. We want to move forward and get bigger and better."