The Reds eventually won 2-0.
But Milner conceded: "It was not easy. It was obviously not a perfect performance by us. They made it really hard for us, especially in the first half, but we held on and got the goals in the end. The three points mean the most.
"They worked hard and played well and they have some good players so we knew it would be difficult.
"We did not move the ball fast enough, but having said that, we have great respect for them and we are happy to get the victory in the end."