Milly has said his fellow England players are hurt and deflated after losing 4-0 to Germany in the Euro 2009 Final.
Stuart Pearce's side were soundly beaten although Milner believes the players can take a lot of pride in their achievements.
Speaking on the official site, Milly said:
'Everyone is hurting and the way we lost the game is not good enough.'
Goals from Gonzalo Castro, Mesut Ozil and Sandro Wanger ended our dreams, and although Gabby missed the clash, Craig Gardner came on the second half but the game was over by then.
'The lads are disappointed. It all comes down to the big games and there no excuses but hopefully this will make us stronger,' Milly continued.
'We are a very good team but fair play to Germany and they know how to beat the big teams.'