Saints were ahead through Nathan Redmond before the Reds struck via Joel Matip and Takumi Minamino for the 2-1 Liverpool win. The Reds are one point behind leaders Manchester City going into the final round of the season.
Milner said: "The guys are incredible. The guys who may not have played as much but you see it in training every day the level they put in and you can see it when they need to step up.
"It is a special group of players and a special football club. We fight to the end and keep going. All we can do is take it as far as we can.
"It shows how ready everyone is, how ready they are mentally. It is special and that starts right from the top with the manager."
On the final day, he continued: "We will try and win our game, it is all we can do.
"We had a reset in January when we were so far behind and we went for it. We had a mental reset and we've really pushed.
"City are an incredible team to go up against. Whatever happens we've done ourselves proud. All we can do is try to win our games.
"It wasn't going to be easy after the weekend. Hopefully we can have two more big performances."
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