City cut their neighbours' lead at the top of the table to 12 points following success in Monday's Manchester derby at Old Trafford, with Milner opening the scoring.
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"We know it's very unlikely," Milner told The Times. "United have plenty of experience at closing out titles and they probably haven’t had too many gaps as big as this before.
"They'll still be confident but we did all we could do in the derby - and hopefully we've put a bit of doubt in there. It could be a bit of a stumble and if this rocks them then great. Mathematically it's not over. It’s still possible.
"Whether it's over or not, though, our objective doesn’t change and that’s to win every game between now and the end of the season. If we do that then we’ll win the FA Cup and finish runners-up it will not have been a bad season at all."