"It hurts," Milner told Sky Sports News. "Well done to Manchester United, they're obviously a strong team and the league doesn't lie, so they deserve the league.
"We're massively disappointed, but it fuels the fire for next season and we're desperate to go again next season to try and win it back.
"Hopefully we can finish this season with silverware."
The England international added: "We've seen how hard it is to retain the title and how much they (United) used that disappointment from last season to drive them on this year.
"They've been very good in the league, very solid and seem to grind out results every week. They've deserved it and we have to look at where we've gone wrong and try to put that right."