City were unable to reclaim top spot in the league as they endured a frustrating time in front of goal at Stamford Bridge.
While some may see that as further proof City are still lacking the dynamism of last season, they remain unbeaten and Milner views it as a good sign that they are disappointed with such a result.
The 26-year-old said: "Any time you come away from a ground like this, against the European champions, and end up being disappointed not to get a win is a positive thing.
"We were the better side, we had the better chances and restricted them to not too many. I thought we played a good game and didn't quite get the three points.
"We have got things to work on. We need to take our chances. When we are on top in games and have territory and chances we are not quite putting teams to bed like we should be. Hopefully we can improve on that during the season.
"There are positives and negatives to take out of the game."
The game was short on entertainment with Chelsea managing just one shot on target and City five. Most of the headlines were made by the home fans' negative reaction to the arrival of their new manager Rafael Benitez.
Another area City shaded was the corner count, having 11 to their hosts' six.
Milner said: "We have got quality delivery with 'Kolar' ( Aleksandar Kolarov) and David (Silva) and people like that. We need to maybe come up with a few new things and make sure we attack that ball. I'm sure the goals will come."