The Blues won the trophy for the first time in 38 years when Sunderland were put to the sword at Wembley last March and the England midfielder is hoping to repeat the success by retaining the cup this campaign.
While Newcastle United will hope to build on their impressive 2-1 win at Tottenham on Sunday, City know victory will put Manuel Pellegrini’s side into the last eight of the competition – though Milner is only thinking of Wednesday night at this point.
“We just take it one game at a time, concentrate on whatever is in front of us and try and win it,” he said.
You can play three different competitions in a week so you can’t spend too much time thinking about just one
...James Milner...
“At this stage of the season it’s all about trying to get into a good position in all the competitions that we’re in so by the time March comes around, you are in the latter stages of everything or maybe even the final.
“We are the Capital One Cup holders and although some say some cups are more important than others, a lot of people have never won the League Cup and would love to have the chance.
“I think everyone can see how seriously we take it by the teams we’ve put out in the past few years and nothing will change this year.”
Milner admits he has happy memories of his time with the Magpies, though he is always guaranteed a warm reception on his returns to Tyneside.
“I’ve had a few mixed receptions in all honesty but generally not too bad,” he smiled. “I was warming up earlier this season and I had the odd shout from the stands which wasn’t ideal, but everyone is entitled to their opinion and people are understandably loyal to their team.
“The bottom line is that I had good time at Newcastle and they are a big club who are desperate for success.
“Maybe I’ve taken the brunt of one of two of the fans’ frustrations because I’ve been fortunate enough to win one or two trophies and unfortunately Newcastle haven’t but St James’ Park is a great place to play football and hopefully the club will have some success at some point.”