Owner Sheik Mansour has reportedly invested more than ?400million in a bid to make the club champions - money that looked well spent during the first half of the season - but in recent weeks City's form has stuttered and the 1-0 defeat at Arsenal severely dented their title bid.
"As a team, to move forwards, to keep improving, you have to work hard and be together for a number of years," he said. "Hopefully, we will keep improving as a team and moving forwards as a club."
Arch-rivals Manchester United are now eight points clear with only six games remaining.
United are past masters at winning the title, having done so 12 times in the last 19 seasons, while the neighbours' most recent success was in 1967.
Midfielder Milner has claimed City's expensively-assembled squad were always going to need time to learn the art of claiming championships at United's expense.
He said: "United are obviously a strong side, but we knew that all season.
"For the last 20 years, they have got that knack of winning and know how to close out title races. This is the first year we have been up there as a group.
"But it is not over yet. We will keep fighting to the end."
He added: "You ask any player and they will tell you that winning the Premier League is so special because you can win other trophies by having off days and get through cup ties, but the Premier League is 38 tough games, home and away."