City are four points adrift of leaders Liverpool but they have two games in hand which could send them top.
Manuel Pellegrini’s side travel to Anfield next week for the major clash but Milner is only thinking about today’s game with Southampton.
The England midfielder is not feeling the title pressure, with experience playing a key role at the Etihad at present.
“We know what we need to do in the games that remain and while everyone is looking ahead to our game against Liverpool, the fact is we have a lot of hard games still to come, including this one,” Milner said.
”It’s an old cliché but we really do need to take each game as it comes. We don’t feel any pressure because we have two games in hand, both of which are at home.
“There are games left for all the leading clubs that look very winnable, but the pressure will tell and I think there will be plenty of twists along the way as Crystal Palace proved last weekend. We’ve been there before and done it so we know what to expect.”
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