The Three Lions duo were named in Roy Hodgson's squad for the tournament in Brazil.
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England's performances on the pitch were poor, but things could have been a whole lot worse off it for two of their former internationals.
When speaking to fellow 2014 squad member Ben Foster on Amazon Prime, he recalled: "We went for a round of golf and we couldn't quite get the holes in, and I think we were in the middle of the back nine.
"The hotel was literally there, you could see it. I think you boys played as well and you finished in front of us, me and Jags said 'alright we'll finish these last two off and then we'll come.'
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"So you've gone back and I think the car was going to come back for us. I said to the guy 'we'll leave the buggies here, and then we'll just walk back'. Obviously we've been told we can't really leave the hotel.
"We've come out the gate, the gate has shut behind us, we're walking down the street and turn round and there's a group of guys. We're glancing and we're walking a bit quicker, and they're walking a bit quicker.
"Then they start jogging, so we start running and we're like 'we're in trouble here.' We're sprinting down, we can outrun them. Next thing, car pulls up to us so I'm like 'we're getting kidnapped here, it's game over.'
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"Door slides open mid-run, it's the boys, the security shouting 'quick get in!', jumped in, on the move, back to the hotel."
Milner played just once at the tournament as England crashed out in the group stages.