Milner has been linked with Middlesbrough and Aston Villa, but the winger told the Evening Chronicle: "If we start saying certain things it puts pressure on, especially if we don't start as well as we'd like to.
"But what I can say is that the club deserves to be in Europe.
"It's a massive club. I came to the club when it was in Europe. And that's where Newcastle should be.
"I'd love to be part of a Newcastle team that wins a trophy, whether it's next year or the years after. That has to be an aim.
"But next year the aim is to get into the top half, secure a position and be in the hunt for European football. We can do that - we know we can."