Milner left Newcastle because of contract concerns
He said: "I enjoyed every minute at Newcastle. It was a fantastic club. I enjoyed working with the manager and they are a great bunch of lads.
"But I knew offers had come in over the summer and the club had turned them down and the valuation of me wasn't reflected in the deal I was on.
"Speaking to them, I felt it was the right thing to put in a transfer request to show how I felt, seeing as they didn't think they were on the same wavelength as me and they then made the decision to sell me.
"It was Newcastle's decision and now I am at Aston Villa. A new contract was never discussed. That was a source of frustration." He recalled: "I nearly signed two years ago. That was a tough time for me and Villa as well. It obviously threw their plans into turmoil. That was a tough time.
"You learn from that and you move on and, two years later, I am sure I am a stronger character and a better player for those experiences.
"The fee had been agreed. I came down here to the training ground and got into the manager's office and he said he had a phone call to say Newcastle had changed their mind.
"At first I didn't know if it was the manager's humour and whether he was joking with me but it wasn't a joke. That is in the past and it is how you react to those sort of things.
"The best way I know is to get my head down and work hard. I went back to Newcastle and did as well as I could."