Liverpool were held to a 0-0 draw on Tyneside.
Milner said, "I thought they defended well and the keeper obviously played well but I thought we played well as well. We had enough opportunities to win the game but tonight it would not go in for us.
"We had a lot of chances and a few situations where the final cross or ball was not good enough.
"As a team we didn't finish off our situations well enough and that was disappointing. It didn't happen for us tonight."