Milner was one of the heroes of the stunning 6-1 win at Old Trafford.
He said: "We want to keep improving as a team as well - we can get better.
"You have to keep your feet on the ground but it's also a case of riding the wave as well. We are back in for cool-down training today and then looking at Wednesday because we want to do well in every competition. The confidence is there and it's about keeping this momentum, putting in good performances and getting the results."