The 28-year-old is reportedly looking for a move away from the Etihad Stadium this summer in search of first-team football, with Arsenal and Liverpool amongst those interested.
Milner is one of several England players with unclear club futures, with Frank Lampard a prime example having confirmed his Chelsea exit on Monday.
Adam Lallana is another, having reportedly told Southampton he is keen to move on after the World Cup, and teenage left-back Luke Shaw is attracting interest from Manchester United.
James Milner: "That's football, how quickly things move.
"We've had a great season with Man City, won the title and had five or six days to enjoy it and then it is gone, forgotten about and I'm concentrating on the World Cup.
"Once the World Cup is done, you are trying to win the league again so unfortunately you don't have that long to enjoy things.
"But football moves quickly and at this moment in time the only thing is the World Cup.
"You don't get too many opportunities to play in a World Cup in your life. It is an amazing spectacle and everyone in the squad is really excited and looking forward to that."