The Socceroos finished third in their qualifying group and must play off against Syria over two legs, their first clash in neutral Malacca, Malaysia, next week on October 5 with the return leg in Sydney five days later.
If they're successful they'll then play the fourth-placed CONCACAF side in November to secure a ticket to next year's showpiece in Russia.
Ange Postecoglou and the team have come in for plenty of flak for their inability to seal direct entry to the World Cup but Milligan, who is expected to again lead the side due to Mile Jedinak's fitness issues, said the players are not overly concerned about having to reach Russia the hard way.
"We've been in worse situations before and we prevailed so let's stay calm and positive," Milligan, 32, said.
"In the last qualifying campaign for 2014, leading up to the last three games, we were under enormous pressure.
"We had to get a result in Japan and at that stage we were long shots at getting something from the game because the Japanese were playing very well but we managed a 1-1 draw.
"Then we had to come home and beat Jordan in Melbourne, which we did, and we only overcame Iraq 1-0 in Sydney with a late goal from Josh Kennedy. It was a difficult match that we did not necessarily control.
"In the general scheme of things I think we've been in tougher situations.
"This time we are not in dire straits so let's not panic. Our fans need to make sure that when we come home from the first game against Syria they get behind us in a big way because we will need every bit of support."
Postecoglou has come under fire this qualifying campaign for his formation.
Some pundits have suggested that in his desire to develop an attacking style that would change the country's football mentality for ever, he has neglected a level of pragmatism that is sometimes necessary to survive in away games.
The Japan game which the Socceroos lost 2-0 is a case in point.
A draw would have been enough for the Socceroos to virtually seal qualification but they refused to play a cautious game and chose to retain their attacking mentality to no avail.
Milligan, who is vying to be a Socceroos squad member for a fourth straight World Cup, would have none of this.
"That's rubbish, to be honest," he said.
"I've been here long enough and seen enough fallout from games to know the ramifications of adventure and caution.
"If you go back to the last qualifying campaign for 2014 people were saying we were too defensive.
"There is always going to be criticism and that's good. But the way we are doing things now - and I don't believe it's Ange's system but something the whole team has bought into - is best for us as a team going forward.
"Take the recent game in Saitama for example. I do not think that Japan are that superior to us that we should have played a cautious game that night.
"We went in with the right mentality but it's football and sometimes you do not win regardless if you have an attacking or defensive frame of mind.
"Remember this is the first qualifying campaign that we have gone in with an attacking mentality even away."
Milligan recalled that on the road to the 2014 World Cup, then-coach Holger Osieck played a more conservative style and booked Australia's place in Brazil but it still was not enough to save his job.
"In the last qualifying campaign we were more cautious. But we did not do anything differently when we drew 1-1 in Japan and we got hammered 6-0 by Brazil using the same system," Milligan said.
"The only difference is that the South Americans were able to break us down and the Japanese were not able to.
"We qualIfied for Brazil only for the coach Holger Osieck to lose his job two matches later."
Milligan recognises there is a growing sense of concern over Australia's chances of qualifying for Russia.
Having qualified for the past three editions, he is aware of the high expectation among the fans and media on the Socceroos but far from being weighed down by it, he said he welcomes it.
"I don't think the expectations from the media and the fans are too high. It is right that people expect us to qualify and I still believe we will get to Russia," he explained.
"The expectations are not a problem. The people expect us to qualify and we expect ourselves to qualify.
"People tend to forget that Ange brought in several young players into the squad a few years ago and even though these players have 30-odd caps now, the media sometimes forgets that they are talking about 24- or 25-year-olds who are experiencing this type of pressure situation for the first time."
