The 26-year-old midfielder believes that, despite the interest shown in both the Italian and the Argentine, the two frontmen will remain as key members of Roberto Mancini's squad for the 2012-13 season.
"I'm not surprised [about the speculation], no," he told BBC Radio 5 Live's 'Sportsweek'. "They're both top-class players along with many others we are lucky enough to have in the squad.
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Milner also suggested that winning the title was incredibly important psychologically, as ceding top spot to United might have caused his side long-term problems.
"I think it might have taken a while to recover from that," he mused.
"Obviously with the way the season went, the ups and downs, we had it won and then United seemed to have it won. Then it to'd and fro'd to the last seconds of the season."
"It was great for us to win the league, a fantastic achievement, but it goes by so quickly and that has gone now.
"We'll just concentrate on ourselves and prepare ourselves as we best can for our season."
And Milner is wary that, although United possess even more formidable firepower than before after the acquisition of Robin van Persie, there are other threats to City's crown.
"They are a top side. They have shown that over the years and they're strengthening, but they are not going to be the only club challenging this year," he warned.