Milner was man of the match in last night's Carling Cup win over Coventry City at the Ricoh Arena.

And Aston Villa boss Martin O'Neill, who has long coveted Milner, was at the match to see the 22-year-old's stunning performance up front.

Milner last summer signed a new four-year contract, but his representatives have been looking for an improved deal.

Manager Kevin Keegan had the news of Milner's transfer request broken to him after last night's game by United managing director Derek Llambias before his Press conference.

And he was clearly downbeat as he spoke to journalists, despite the hard-fought cup win.

The ball is now firmly in Villa's court, and a bid of around £9m could be enough to secure Milner's services.

A club statement today said: "Newcastle United can confirm that it has received a written transfer request from James Milner.

"The club is very disappointed that James sees his footballing future away from St James's 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's apparent desire to leave."