Milner, who is currently fifth on the list of all-time Premier League appearances, has 569 appearances so far in the English top-flight league, behind only Gareth Barry, Ryan Giggs, Frank Lampard and David James.
The 35-year-old spent five years at Manchester City, where he came up against Evra in different derbies.
“The toughest one? It is not the toughest one, but the most annoying one was James Milner,” Evra said in a Q&A with Man United’s official website.
“People always expect me to say another one but James Milner. The reason was because he was always defending more than myself.
“I am someone, I am an attacking defender, so he frustrated me so much because he was following me everywhere.
“Even if I was going to the toilet, he was going to follow me. I would say the most annoying is James Milner.”
Evra won the UEFA Champions League with Man United in 2008, as well as five Premier League titles in an eight-year spell with over 350 appearances for the Red Devils.
The 40-year-old retired from the professional game in 2019 after a short spell at West Ham.
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