The 1-0 defeat at the Emirates Stadium on Sunday left Roberto Mancini's men facing a barren season, with arch-rivals Manchester United going into the final six matches eight points clear at the summit - just over a month after City were the ones in control with a five-point cushion.
Midfielder Milner said: "We have been very strong at home, but away have not got the results we want. It is about having that ruthlessness on the road which we can learn from."
City were also five points clear back in October when they won the Manchester derby 6-1 at Old Trafford, having previously thrashed Tottenham 5-1 at White Hart Lane in August.
But while United have gone from strength to strength, City have self-combusted on their travels since the turn of the year, with even their victories edgy affairs.
City never looked like winning at Arsenal the way Mancini set them up, with watching chairman Khaldoon Al Mubarak looking far from impressed by what he saw.
Milner said: "Everyone has good days and bad days. We did not keep the ball as well as we can. We were still in the game going into the final 10 minutes, which is what the good teams do.
"When you are under pressure, it is about staying tight, restricting their chances and hoping you can nick one at the other end, but that just did not happen.
"They had more than enough chances, but the boys defended well, the centre-halves were magnificent, so were Gael Clichy and Joe Hart. Credit to the lads, but it was just not enough."
He added: "As a team, we have set standards throughout the season, but we have not met them... But we have another game in a couple of days and have to pick ourselves up and go again."
Source: PA
Source: PA