The Three Lions need only to avoid defeat in Podgorica to reach Euro 2012 but will be confident of getting all three points, having won their previous three qualifiers in Group G convincingly.
In contrast to their form on the road, the win over Wales last month was their first in five games at Wembley with Fabio Capello indicating he could tell beforehand that England would struggle.
Manchester City midfielder Milner admits England will have the opportunity against Montenegro to exploit the space often denied them in front of their own fans, but maintains that the players love being at Wembley.
"Wembley is a great place to play. A lot of players play there a lot with England and their clubs so it's nothing new," said Milner.
"We've had some good performances at Wembley as well so it's not a mental thing.
"We need to make sure next time we put on a performance at Wembley and put this sort of talk to bed.
"We don't prefer to play away but it might help us on Friday as they have to come out and attack to win the game because that will open things up for us and we'll be able to use the gaps.
"It makes it difficult when teams come to Wembley with 11 men behind the ball but we have to learn to break those teams down."
England have shown themselves capable in the past of earning vital away results in final qualifiers such as the goalless draws away to Italy and Turkey which clinched places at the 1998 World Cup and Euro 2004 respectively.
But Milner is adamant England will opt for an attacking strategy.
He said: "At the start of qualifying, the main target was to win the group and we're in a position to do that.
"We need a point and we just need to finish the job now. But we go out to win every game we play.
"Only needing a draw is something nice to be able to fall back on but we're going to win.
"We saw at Wembley (where Montenegro held England goalless) that they will be tough opposition but we've had a couple of good results recently and are looking to continue in that vein.
"It's about grit and determination but you also want your quality to shine through as well. We want to get on the ball and play as well as we know we can."