City came back from 2-0 down to win 3-2 in Munich.
"Obviously them being reigning champions and the manner in which we won was great," said Milner.
"The way the game went, with us being 2-0 down, starting pretty poorly, and the character we showed to turn that around... it was pleasing to be part of that.
"I'm not sure teams will want to face us after that. We just need to concentrate on our own game. But it is a big boost for us to be able to come here and win and score three goals because it's important you can score goals in the knockout stages."
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