Liverpool are aiming for a famous quadruple but Milner is wary of players getting too comfortable with winning titles.
"You never know when it's going to be your last," Milner told the Mirror.
"You go into the dressing room after the game and all of the lads are straight on their phones. I'm saying: 'You've won the FA Cup - get off your phone!'
"Yeah, you get 40 or 50 messages but you get on the bus and you can deal with that."
A three-time Premier League winner, two-time FA Cup winner and Champions League winner, Milner wanted his team-mates to know in the dressing room afterwards just how "lucky" they are as professional footballers.
"You are lucky to be a footballer, lucky to play in any final and to win ten medals, if you've said that to me at the start of my career then I'd have been pretty happy!" he added.
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