Heskey started the game against Ukraine in Dnipropetrovsk but was substituted after 72 minutes by Carlton Cole, who had as little impact as the man he replaced.
Milner was introduced at half time in place of the injured Steven Gerrard and his display was bright as he caused the hosts problems with some neat wing play.
The Claret and Blue winger is definitely staking his claim for a spot on the plane to South Africa next summer and this kind of performance will give Capello little choice but to pick him.
Gabby Agbonlahor was an unused substitute in the 1-0 defeat and he will be hoping for a chance to shine when England return to action against Belarus on Wednesday.