But there is also a big indication that he may well take a complete break before taking his next step.
The former England midfielder has called time on his playing career at the age of 40.
The Seagulls were keen for him to stay on as they return to European football but Milner will instead hang up his boots.
His final major contribution on the field was in playing a massive role in the run of results which re-ignited Albion’s season and sent them from the bottom half of the table towards eventual European qualification.
He started four wins between February 21 and March 21, the last of them against his old club Liverpool.
Speaking during that sequence, he said: “I feel like the coaching side I've been exposed to, in terms of a bit last year here and the badges I've done and things like that that interest me at times.
James Milner in conversation with Max De Cuyper ahead of the Manchester United match (Image: Liz Finlayson)
“But Jurgen (Klopp) always said, whenever you finish, you need to have a rest and a break straight away and I think that's pretty appealing at this moment in time.
“As hard as I work in the season and when it's time, when we have an international break and we have some days off, I look forward to that, go and play golf, spend time with the family or whatever.
“So I feel like if I'm going to finish, whenever I finish, I will probably have a break and a rest, I think, probably because I've been so 100% for so long.”
Hurzeler rebuilt Albion’s season by using Milner in a pivotal midfield role.
In doing so, he employed a very versatile player in his best position.
Milner said: “I'd say I needed goalkeeper to play every single one!
“I'd still say midfielder (as best position) because midfielder can cover both wings as well.
“I feel probably my best individual season in my career came when I played centre midfield at Aston Villa.
“That was probably my best individual season.
“That's the way I played, especially when I was younger, just being involved in everything with and without the ball, always wanting to be involved.
“I think that's the position that suited me best.
“Wing at times, and especially back then, you had to be patient and stay out wide.
“They didn't want you coming off the line too much.
“It was a bit of a battle, one on one, battle against you with the full-back and covering for your own full-back.
“And then, obviously, the game changed a bit.
“I started playing at (Manchester) City with people like David Silva and, if you made the most ridiculous run, he would find a way of finding you.
“He was just like a SatNav passing.
“I had to change then, and obviously, then go to Liverpool and play full-back with Jurgen and things like that.
“But I think that definitely improved me as a player, and helped me understand the game better, and helped me help other players in that position.
“If I'm playing in midfield, I know exactly what our full-back needs for me to help him.
“So I think that's definitely helped me as a player to understand the game and when the manager is talking about things in meetings, and now I've played pretty much everywhere he's talking about so I can understand the situation.”