The newly promoted Betway Premiership side's fairytale run in their first appearance in the competition ended with a 2-0 defeat to AmaZulu on Sunday as Usuthu retained the provincial crown.
"It is unfortunate we lost the final, but we are proud to have reached it," the club's team manager was quoted by IOL.
"We played three games to get to the final, which was one more than AmaZulu, so it was a good experience for us. This was our first real opportunity to rub shoulders with the big teams, and we stayed true to our style of play. Although we lost to AmaZulu, we have a lot to take away from this."
The Stallions earned their place in the final after defeating Golden Arrows, continuing the momentum that secured their promotion to the Betway Premiership.
Against an experienced AmaZulu side that finished fourth in the league last season, Milford competed with determination, matching Usuthu physically and creating opportunities on the counter-attack.
However, AmaZulu's quality in key moments proved decisive as they scored twice to claim a 2-0 victory and successfully defend the KZN Premier's Cup title.
Despite falling at the final hurdle, Milford leave the tournament encouraged by their performances. Their run to the decider and competitive display against one of KwaZulu-Natal's strongest sides provided another indication that they are capable of holding their own in the top flight.
The defeat was disappointing, but the lessons gained from competing against established Premiership opposition could prove invaluable as Milford prepare for their maiden Betway Premiership campaign with an opening fixture against Orlando Pirates at Orlando Amstel Arena on Saturday.