Fans protested outside the ground and a plane flew over the stadium displaying the message “Say no to Super League”.
Milner gave his opinion after the match, saying his opinion is similar to that of many who have spoken on the topic in the last 24 hours.
He told Sky Sports: “I think it’s the same as everyone, there’s a lot of questions. I can only say my personal opinion.
Reds boss Jurgen Klopp spoke passionately before the match, insisting the players had done nothing wrong and that the club must stick together.
“The most important part of football is the supporters and the team, and we have to make sure that there’s really nothing that get in-between that,” the German told Sky Sports.
“I heard we put banners down at Anfield and stuff like this, I don’t understand that.
“The players didn’t do anything wrong. We didn’t win all the games but we go with everything, we want to qualify for the Champions League next year.
“We have to stick together, and when other people from other clubs use our anthem against us, I don’t like that as well.
“We can show that nobody has to walk alone in these moments. There are things we have to sort, obviously, but it has nothing to do with the football and nothing to do with the relationship between the supporters and the team.
“For me, that’s really important because you have to show in tough times, you really stick together.
“That doesn’t mean you have to agree to everything, but, again, the boys didn’t do anything wrong apart from not winning all football games. I just want to make sure everyone understands that.”