The Manchester City midfielder, said: "There is always good banter amongst the lads, whether it's United-City lads or anyone really."
Discussing Scholes' remarks, Milner said: "I can't comment on his (Scholes') time in the squad but I've not seen it while I've been here. Since I've been here, the players have been very together.
"We've got a good bunch of lads, good banter around the dining table, everyone eats and leaves the table together, games of table tennis etc. Everyone mixes.
"It is a tight group and players playing together at different clubs and also through the various England youth teams helps that team spirit.
"There are no strangers. Everyone knows each other and that definitely helps.
"We are always fighting for the same thing every time we step out onto that field and that is the most important thing."