Milner, who has 61 appearances for the Three Lions, decided to retire from international duty to elongate his club career over two years ago.
The 32-year-old is reaping the rewards of extended rests during international games since then and has enjoyed a campaign to remember, helping Liverpool reach the final of the Champions League.
Milner’s assist for Roberto Firmino against Roma at Anfield was his ninth for the season in Europe, meaning he has created more goals than any other player in a single campaign in the history of the competition.
England manager Southgate confirmed he asked Milner to join the squad in Russia, only to be given the same answer by the Reds vice-captain.
He said: "Milner has retired from international football, but he's had a really good season.
"I spoke to him when I first took the job and he assured me he was happy with his decision and I have not seen any reason which would suggest otherwise."
He is expected to make a recovery in time for the final in Kiev, where he is likely to start in a midfield role alongside Jordan Henderson and Gini Wijnaldum.
After the first session of Liverpool’s training camp in Spain, Klopp told Liverpoolfc.com: “James is in the group and will be back in training later – I think on Saturday or so we will see, or maybe Friday.”