The Reds are the only team in the top tier yet to concede after the opening two games of the new season.
Liverpool spent bring in the summer transfer window as they look to mount a title bid but it was one of last season’s signings that has impressed.
The arrival of £75million Dutchman Virgil van Dijk in January has helped shore up a leaky defence that cost Liverpool points last season.
The world’s most expensive defender made eight clearances in Monday’s 2-0 win at Crystal Palace.
He has kept nine clean sheets in 16 league matches since arriving at the club from Southampton midway through last season.
New goalkeeper Alisson Becker was brought in for a then world-record transfer fee but he has yet to be given some real saves to make after opening wins over West Ham and Palace brought six unanswered goals.
But midfielder Milner believes that defensive resilience will be important if they are to take the pressure off their fearsome attack in the pursuit of champions Manchester City.
“We know that, with the players we have going forward, if we keep those clean sheets then we have every chance of nicking a goal at the other end,” he said.
“So it comes from the keeper and all the way through the back four and all the way through the team and the way we play, everyone defends together.”
As goalkeeper Loris Karius nears his Liverpool exit on a two-year loan deal to Turkish side Besiktas, meanwhile, manager Jurgen Klopp admits he did not know what to say to him following his Champions League final horror show.
“I’m a strong supporter of the idea of just shutting up if you don’t have the right words,” said Klopp. “And other than a few comforting words I did not have the right words. I did not have a clue what you could say.
“Neither was I angry at him nor was I disappointed in him or something else. I only saw his situation and everyone would love to have the right words.”