Newcastle confirmed today that Milner has handed in a transfer request at the club that he joined for £3.6million four years ago.

A statement on www.nufc.co.uk said the club were "very disappointed" that Milner wanted to move from St James' Park, but would reluctantly accept an offer for the player in light of his transfer request.

The former Leeds winger has been linked with a £9million return to Aston Villa where he spent the 2005-06 season on loan while Liverpool boss Rafael Benitez has also admitted his interest in the England Under-21 player.

Milner has played in all three of Newcastle's matches this season and scored the winner in the Magpies' 3-2 extra-time Carling Cup second round win over Coventry.

Speaking after the win, Keegan said his focus was on strengthening his current squad rather than selling.

"We don't have the players," he said.

"It is not something I feel, it is something I know. We have lost six forwards. It is as simple as that."

Asking for cash to buy strikers is nothing new with Keegan and it could be argued medium-term injuries to Mark Viduka, Damien Duff and Obafemi Martins points to keeping the cash, or at least using it in other areas.

Newcastle's future direction might still be the subject of intense debate but nothing will affect Kevin Keegan's legendary sense of optimism, however.

Last night's win was enough to get the former England coach dreaming of bringing glory to a club that has not won anything for almost four decades.

"The road to Wembley is not an easy one," he reflected.

"I got to Wembley with Liverpool (in 1974). Our toughest match was against Doncaster in the third round, our easiest was the final against Newcastle.

"That is how the cup can be. We might win this tournament and have played our toughest match.

"Much as I would like to say we have a chance of winning the championship, if I did people would say I wasn't quite a full shilling.

"Last season the FA Cup and Carling Cup were won by Portsmouth and Tottenham. They are not in the big four, so why not us?"

There is no reason why Newcastle should not win the cup competitions and make giant strides in the Premier League.

Yet it always appears the St James' Park outfit is its own worst enemy, either by trying to move too quickly, or heading off in the wrong direction altogether.

Keegan's opposite number last night, Chris Coleman, was impressed with Newcastle's performance and said he was sure a successful season beckoned for Keegan's men.

"Newcastle will do very well this season," said Coleman.

"Last year it was all doom and gloom up there.

"But since Kevin has gone back they have invested quite well in the transfer market and there is a bit of belief again.

"We all know how his teams play. They are always very offensive but this one also has quick men at the back, which means they can deal with one-on-one situations.

"They are a good side, who keep the ball very well."

Owen supplies the ammunition, as he did to Coventry's cost last night, which leaves Coleman wondering why anyone questions him.

"He had one chance and scored," said the former Wales international.

"That is why he played for Real Madrid and Liverpool and has been the England captain.

"He has done it against the best defenders in the world.

"When he pulls off defenders, the timing of his runs are fantastic.

"Once Michael is 100% fit, now Newcastle are passing it like that, you know they will have a great season."

As Coleman concentrates on his objective of ensuring Coventry reach the midway point in the top half of the Championship, Keegan will try to gain an agreement from owner Mike Ashley to pursue his stated targets in defence, midfield and attack.

"Newcastle teams of the past would have lost that game," he reflected.

"But we are not the past. We are the present.

"We do need some players though. Its just the nearer we get to the deadline, the less optimistic I get."