The Reds are defending their Champions League title and could go out in the last 16 if they do not overturn a 1-0 first leg deficit.
Milner knows it will be a battle against Diego Simeone's team, but hopes that his side can push through and get the result they need.
The vice-captain told the club's website: "I think obviously coming into that game off the back of a good result is pleasing, it gives us a good feeling.
"The crowd will be right with us, they were with us again today, and it'll be a special night – it always is, so it's down to us to turn around a tough result.
"We know how good they are, we know how well organised they are but hopefully we can push them all the way and overturn that and have another special night at Anfield."
"I think obviously it's an incredible place to play football, the fans and the stadium," Milner continued.
"You look at how amazing the teams have been through the years for Liverpool and teams for Shankly and things like that, to be mentioned in the same level as those guys and to be up there with the records is special for us and that's what we want to keep doing.
"We want to keep creating history for this club, it's got an amazing history anyway but we want to keep adding to that.
"The hunger is there, you can see it from the boys and we just want to keep winning trophies and breaking as many records as we can."