The Liverpool left-back was released by Celtic as a youngster.
Recalling his existing memories of the Scottish champions' home ground, which Robertson insists he calls 'Paradise', Milner said: "I have played twice at Celtic Park. Once in a pre-season match when I was at Newcastle and once for England.
"But I feel I know Celtic well as Robbo never stops going on about them.
"He never lets up about Celtic. I thought I was bad going on about Leeds (United), who are my team, but it’s Celtic, Celtic, Celtic non-stop with him.
"I am well-drilled about Celtic, the club and its history. I try to wind him up but he just comes back with more."
Glasgow born Robertson was released by Celtic at the age of 15, but broke through at Queen's Park before moving on to Dundee United and Hull City, where his performances convinced Liverpool to pay around £8 million to sign him last summer.
And the Scotland international enjoyed a productive first season at Anfield, in which he ousted Milner and Alberto Moreno to become Liverpool's first choice left-back and helped the Reds to a Champions League final.