The task of keeping hold of the trophy they won in May begins on Sunday for City when they get their 2012/13 league campaign under way by hosting promoted Southampton.
Asked if he thought staying at the top was harder than getting there, Milner said: "I can't speak from experience because I haven't had that pleasure, but I'm sure it is.
"Everyone says that. You're there to be shot at and teams are going to come for you.
"It's up to us to keep on improving and not rest on our laurels. We are working harder in training, everybody wants to get better and the competition for places is there.
"Being champions is a great feeling but it will be twice as hard to retain [the title].
"Teams will now lift their games even more than they did before so it will be a tough experience, but hopefully we'll keep improving as a team and doing well."
Milner says the memories of last season's triumph and having the tag of champions may help boost City this term, but thinks the real key will be down to hard work.
"Winning is a habit - you want to win matches and you want to win trophies," Milner said.
"You gain that belief and I think we gained a lot of belief from winning the FA Cup [in 2011], which gave us the belief to go on and win the Premier League.
"Winning the Premier League is not easy. There are a lot of top teams in there challenging so it's a fantastic achievement.
"But it's an even bigger test to go out there and do it again, so it's down to us to keep working hard."
Nigel Adkins, the Southampton manager, knows there are few tougher opening fixtures than a trip to City but is relishing the challenge of trying to upset the English champions.
Just three years after teetering on the brink of bankruptcy, the South Coast side are back in the Premier League after a seven-year absence.
Adkins led Saints to back-to-back promotions from League One and now faces the unenviable task of trying to overcome Roberto Mancini's men at Etihad Stadium.
"What a great, great fixture," Adkins said. "Southampton against Manchester City, away from home, the first game of the season, the league champions.
"They have started pre-season ever so well again they're the benchmark for everybody now. They are the team that everyone has got to go and catch.
"On paper one would expect Manchester City to win the game, but, as we all know, we don't play on paper. We've got to go there with a belief that we can go and win the game."
Southampton will need some of that belief if they are to prosper not only today but in their opening four fixtures, which includes a trip to Arsenal after welcoming Manchester United to St Mary's.
"They are massive, massive challenging games, but games we should relish.
"That is what we're in football for."
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