However, the midfielder insists that he feels confident the team are ready to step up to another level.
After securing their first title in 44 years, City begin their defence against newly-promoted Southampton. Milner, 26, has claimed that the whole squad are ready to rise to the challenge.
When asked if he thought staying at the top was harder than getting there, the England international said: "I can't speak from experience because I haven't had that pleasure, but I'm sure it is.
"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. 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 joined Manchester City from Aston Villa in 2010, in a deal worth £24m.