Milner signs off from the Reds after Sunday's 4-4 draw at Southampton.
He said, "Obviously it's a weird feeling when you've been somewhere for so long and shared the times I've had with this dressing room and these fans, I had an amazing send off from them today. It's been like that ever since I have been there.
"It's obviously a strange feeling but all good things come to an end. I've had an amazing time here, achieved a lot, but it has to end at some point unfortunately.
"Every time you win a trophy is special. The journey to become the team that we've become, delivering that league title that the fans wanted for so long. All the trophies to start that era, and I'm sure it's not the end of the era now, but to be part of the building for this team, it's fantastic."