And he knows a failure to do so will spell doom for Australia's aspirations of appearing at a fourth straight tournament.
The 1-1 draw in Tehran has left the Socceroos with very little margin for error in four remaining qualifiers, beginning with a game in Sydney against the United Arab Emirates on Tuesday night.
Milligan, reinvented as a sweeper in Ange Postecoglou's new formation for the Iraq match, will once again be a key player.
The three-man defence struggled in Tehran, looking unprepared for Iraq's direct approach and Milligan knows improvements are needed at the back.
"They threw everything they had at us," he said.
"It does make it hard when you're not playing against a structure, you're playing against 11 desperate men.
"We expect ourselves to win those sorts of things. We need to be better.
"I'm just happy to be playing. It is an exciting formation and I think that as we learn and we grow with it, it will be very effective."
United Arab Emirates will bring a similar mindset to Iraq, given a loss to Australia would take them four points away from a qualification place with just three matches remaining.
Milligan said the Socceroos must find a ruthless streak, with no ifs or buts.
"We must win at home," he said.
"We'll be fully focused on that, we'll do our recovery and everything now and we'll be fully prepared come Tuesday night."