At 36, the Reds’ vice-captain has seen more than most in football. He’s known the lows as well as the highs, and he knows which he prefers.
It’s a point he’s been eager to make to his team-mates recently.
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As Liverpool have chased the pot of gold at the end of the rainbow, Milner’s voice has been heard, urging his colleagues to recognise the significance of their achievements, of the memories they are creating.
He could certainly be heard in the changing room at Wembley on Saturday. “Never get bored of this!” he bellowed as Jurgen Klopp’s players celebrated their FA Cup final win over Chelsea.
Later, en route to the Liverpool team coach and with the match ball tucked under his arm as a souvenir, he would tell a group of beat reporters how his mindset has changed as he has reached the twilight of his career.
“The feeling probably does get better as you get older,” he said. “Because you don’t know how long is left, do you?
“I went into the dressing room afterwards and all the lads were straight on their phones. I was like ‘We’ve just won the FA Cup, get off your phone!’
“It’s very special. You’re lucky to be a footballer in the first place, and to play in finals and win medals, you’re even luckier.
"That’s my 10th medal as a player; if you said that at the start of my career, I’d have taken it!”
Milner, of course, is famed for his professionalism. He is known at Liverpool for setting the standards at the club on a daily basis.
He has a door named after him at the training ground, having questioned the logic of a 50-yard walk from the dressing room to the gym. When he speaks, people tend to listen.
Tee-total, he joked that he would celebrate the FA Cup win with a Coke on the journey back to Merseyside – “Full fat,” he grinned, “Diet Coke is worse with all the additives…” – and expressed regret that such moments cannot always be savoured fully.
“That’s the tough thing about being at this level, you maybe can’t afford to enjoy your successes as much as you’d like to,” he said. “You win a trophy and it’s like ‘When’s the next game?’
“You win the last game, you win the Premier League or the Champions League and you can enjoy it for three weeks on your holiday, then it’s pre-season and you have to go again.
“That’s probably the one thing you regret in your career, that you don’t enjoy it as much as you should.
"But that’s part of being successful; you have to be focused and move on to the next one.”
There’s a wonderful clip of Milner as Kostas Tsimikas scores Liverpool’s winning penalty at Wembley.
He is stood hunched with his hands on his knees, facing away from the action. When Tsimikas’ effort hits the net, the veteran leaps into the air with the enthusiasm of a teenager.
Didn’t he trust his colleague to score?
“I wanted to watch our fans’ reaction,” he explained. “I had faith in Kostas, I know he’s got a wand of a left foot.
“But how many times do you get to play at Wembley and experience that?”
How was it, then?
“Amazing! You see everyone experiencing what you’re feeling yourself: relief, joy, everything.
"It’s a special group of players and a special group of people to share these things with in the dressing room after the game.
“I said to Trent [Alexander-Arnold] 'Your cabinet is pretty full, but don’t get bored of it!’ What an incredible player he is, but he’s lucky that he’s come into a team that is so good.
“He deserves it because of how good a player he is, but you never know when things are going to change, so you have to enjoy it while it’s here.”
The same could be said about Liverpool with Milner. As it stands, he will leave the club when his contract expires next month.
In the meantime, the Yorkshireman will have a big part to play in the final three games of the season.
He will almost certainly start on Tuesday night, when Klopp is expected to rotate heavily for the Premier League trip to Southampton.
Beyond that is a potentially season-defining game against Wolves on Sunday and then, finally, the Champions League final against Real Madrid in Paris on May 28.
If that is to be Milner’s last Reds appearance, then what a fitting stage on which to finish. He arrived from Manchester City in 2015 hoping to help wake a sleeping giant, and he has done just that.
“That’s why I came here,” he said at Wembley. “That was the hope, part of the drive.
“When I went to City, they hadn’t won anything for a long time and it was great to be part of that, the start of their success, winning leagues and cups.
“Liverpool is an incredible club with incredible history, but it hadn’t been as successful [when he joined].
"It hadn’t won the Premier League, which was baffling. That was the aim, and if we could do that, win a Premier League here, that would be special.”
He and his team-mates did that, in 2020, of course, and there is still a chance, albeit a slim one, that they will pip City to this season’s title too.
Win at Southampton and they will take the race down to the final day, at least.
But even if they don’t get over the line, then the consolation prize is not too bad. Two domestic cups in the bag and a European Cup final to look forward to? Not many would argue with that.
“It’s what you play for,” Milner says. “All the stuff we’ve been through – training, games, recovering, travelling – with three games left, even if you’re on one leg, it’s worth going through!”