The defending Premier League champions suffered a shock 2-0 loss at the hands of Atalanta at home on Wednesday evening.
After a goalless first half, Josip Ilicic put the visitors from Italy ahead in the Group D game on the hour mark, and Robin Gosens added a second just four minutes later.
It was the first defeat of the season in the Champions League for Liverpool, but the Reds are still at the top of Group D with nine points from four matches.
Ajax and Atalanta are third and fourth respectively in the table on seven points each.
Liverpool’s next game in the Champions League is against Ajax at Anfield on December 1, and Milner, who can play as a midfielder, full-back or winger, believes that it is not going to be easy, but the Englishman is confident that the team will go through to the knockout rounds.
Milner told Liverpool’s official website: “It always is complicated, it’s the Champions League. People look at it on paper but we know what a good team they are and it was a bit of a false result away from home.
“We played really well and people then think, ‘Oh, it will be easy second leg’ and we know otherwise. It didn’t happen for us tonight but it’s a strong group.
“Obviously Ajax, we know how good they are as well so it’s going to be tough but it’s in our hands and we just need to get over this pretty quickly and look where we can improve and go again.”