England are through to the quarter-finals against Italy in Kiev on Sunday after triumphing 1-0 against co-hosts Ukraine at the Donbass Stadium on Monday evening.
They have already acquired that hard to beat quality under Hodgson and have conceded only three goals in five games under his command.
Milner said: "The gaffer hasn't been in the job long and he plays a different style to the previous manager.
"He wants us tucked in, compact and tight and to be difficult to beat and it has worked so far.
"I think Ukraine were on top first half against us and we didn't get into our stride, but it showed the spirit and determination and the organisation of the team to restrict them to long shots.
"There is still more to come from the team. The manager only came in just before the tournament and we had injuries during the build-up.
"The lads have done a great job and, the longer we are together and with the manager, we will get better."
Milner has faith in England defender Joleon Lescott to win the battle with Manchester City team-mate and Italian striker Mario Balotelli in Sunday's Euro 2012 quarter-final in Kiev.
England and City midfielder Milner is expecting the "special talent" side of Balotelli to be on view against England rather than the "disinterested" version which is sometimes evident.
But Milner has confidence in Lescott, who has impressed alongside John Terry during the three group matches to date.
He said: "We've seen Mario, he is a different player, he's going to cause you problems. He is very strong, shooting-wise he can cause problems, he is tricky, a clever player as well.
"He is a danger. There are two Marios. There is one who turns up sometimes in training and it is a bit cold and he is not too interested.
"The other time he really wants it, as I'm sure he will against England, and he is a special talent.
"He is a top player and we know that. I'm sure he will be at the top of his game."
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