City are hoping to secure silverware for a third successive season with victory over Wigan at Wembley this weekend.
The importance of the occasion to the club was evident as manager Roberto Mancini made eight changes and rested several players for the Barclays Premier League win over West Brom in midweek.
Milner was one of only three players retained from the side which drew at Swansea last weekend to face the Baggies as the likes of Vincent Kompany, Yaya Toure, Pablo Zabaleta, David Silva and Sergio Aguero had the night off.
Milner said: "We are confident. We have had a couple of games in quick succession over the past week and it was obviously pleasing to get a win earlier in the week.
"It was an important win for us in the league, without playing our best, which is obviously pleasing. That gives everyone confidence.
"A lot of the boys are rested and ready to go into the game at the weekend."
City are odds-on favourites with Wigan's focus in the build-up to the game having largely been on their fight against relegation.
Latics are in deep trouble at the bottom of the table and are three points from safety with just two games to save themselves.
Milner is taking no notice of most of the pre-match predictions.
The 27-year-old said: "I think it is a one-off, a cup final. I don't think league position comes into it.
"We have seen that in the other cup competition this year with lower league teams. Teams struggling at the bottom of leagues always seem to find something different in the cup.
"It is a one-off game and we are ready for the challenge they will pose."
City beat Stoke at Wembley in the final two years ago to secure their first major trophy in 35 years.
After following up by winning the Barclays Premier League last year, they want to keep the trophy-winning momentum continuing.
Milner said: "It is obviously an exciting time. The FA Cup final is always massive.
"You grow up dreaming of playing in these sort of games.
"It will be a tough game for us but we know if we play our best football we can win another piece of silverware for Manchester City."