The Reds’ relentless run of Premier League victories was under threat at Anfield on Saturday after James Maddison had levelled Sadio Mane’s first-half opener with 80 minutes on the clock.
But Milner – who also created the breakthrough for Mane – was presented with a chance to restore the hosts’ lead from 12 yards with one of the final kicks of the game.
The No.7 had to wait for a VAR review to check the challenge by Marc Albrighton on Mane for which the penalty was awarded, but coolly rolled it home to seal a 2-1 result.
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Describing the moment to Liverpoolfc.com post-match, Milner said: “Tough obviously, I was just trying to stay calm in that situation and concentrate on what I was going to do.
“There was a bit of a wait. I was just trying to concentrate on what was going to happen.
“The first thing was whether it was going to be given or not, that’s obviously a new experience because normally it’s a penalty or not. So that was different, but I was just trying to stay calm and concentrate on what I was going to do.
“We’re just delighted to get the win; it was always going to be tough, they’re a good team. We looked pretty tired in the second half but we found a way to win again. It shows the character of the squad.”
The Englishman did admit to being influenced by one of his teammates for the incisive pass that freed Mane to make it 1-0 shortly before half-time.
“We know how quick he is,” said Milner.
“Probably playing at left-back [in the past] helped – it was a sort of left-back position – and watching Robbo do it. I just tried to copy Robbo really!”
The clash with Brendan Rodgers’ Foxes was delicately balanced for long periods at Anfield and Maddison’s equaliser appeared to have ended Liverpool’s 100 per cent start to the campaign.
But Milner revealed how mentality played a part in the Reds’ refusal to give in and ultimately clinched a 17th successive Premier League win stretching back to last term.
“Top teams always do it, they go to the very end of the game,” he said.
“When you haven’t had your best game or things haven’t gone for you in the game, you keep going to the very end and find a way to win.
“We’ve done it on numerous occasions. Sometimes there’s a bit of luck in there, but forcing the issue and creating your own luck, the best teams always seem to do it.
“They’re a good team, they are well organised and we know how good the manager is. They’re full of confidence, they have started the season well. It was always going to be difficult.
“The first half was pretty tight, we had chances in the second half. I had a couple of good chances as well, I definitely should have scored. That’s what happens at this level if you don’t take your chances and they pegged us back.
“To find a way and get that last chance was great and says a lot about the character of the squad.”