James Milner has rocked Newcastle United by handing in a transfer request.The 22-year-old has been long linked with a return to Aston Villa, where he spent the 2005/6 season on loan and has also been mentioned as a possible solution to Liverpool's winger problem. Kevin Keegan had looked to have persuaded the England U21 star to stay at St James' Park after he was able to stop Milner heading to Anfield as part of Danny Guthrie's arrival on Tyneside. Yet, it seems the player's head has been turned. A club statement said: 'The club is very disappointed that James sees his footballing future as being away from St. James' Park. He is a valued member of the squad and it is only a year ago that he signed an improved long-term contract.' 'We have yet to receive an offer for James that has matched our valuation of him. However, should such an offer be received then the Club would be reluctantly forced to consider it, given James' apparent desire to leave.' The request comes the morning after Kevin Keegan praised Milner to high heaven after Tuesday's 3-2 Carling Cup extra-time win over Coventry City in which Milner's cross shot put Newcastle into a 2-0 lead. Keegan, who described the former Leeds player as a 'superb athlete' said post-match: 'James Milner has played too many under-21 games, he's very underrated and needs to make the step up now. He's getting everything out of the game that he puts in.'