The Albion goalkeeper reported for duty at St George's Park on Tuesday ahead of an early evening training session as the Three Lions prepared to face Uruguay and Japan in a pair of Wembley friendlies.
It is Steele’s first senior squad although he played for England youth teams on 34 occasions through to under-21 level.
Milner, his 61-times capped club colleague, gave a speech to Steele in front of the full Albion squad and coaching staff.
He said: “You lift us all every day. When we're struggling, when things are going well, you're such a big part of it, and to get that recognition is fully deserved.
“The biggest piece of advice I want to give you is do not change a thing, as you are as a person or as a player.
“Going there, you deserve it, and you deserve to be there.
“You don't have to prove to anyone anything. You're that good. Just go and be yourself, you know?
“You mean the world to everyone here. Smash it and be yourself.”
Milner was with Steele in the gym at Albion’s training base in Lancing when the goalkeeper was told he had been included in Thomas Tuchel’s 35-man list as England close in on the World Cup.