The pressure is on the Blues to become serious contenders for the top following Roberto Mancini's £130million spending spree during the summer.
But Milner, who joined City in a £24m deal from Aston Villa, said: "The banter at the club in the dressing-room is exactly the same as it is at any other club I've been at.
"There is always banter flying about and it's a really good atmosphere.
"One day people will have a go at someone's clothes, then their taste in music. It is great to be amongst that.
"When you ask players who have retired what they miss about football, it is that banter and atmosphere in the dressing-room.
"No other job is quite like that.
"And though we've got some overseas players in the dressing-room, we've got that spirit in our dressing-room."