The Sky Blues began new coach Dr Abdullah Misfer’s reign last weekend with an impressive 2-1 triumph against high-flying Al Wasl.
The seventh-placed side have little to play for in the Arabian Gulf League.
But Australia international Milligan, 30, wants to use the game as a springboard to success for when the UAE’s most prestigious cup competition restarts next month.
He said: “The match against Al Nasr is another big one and we want to build during the next few games towards the quarter-finals of the President’s Cup.
“It will put a marker down for the rest of the season if we win. That is what we need after there has been a few changes in the club.
“Nasr are a very good side and they have a few ex-Bani Yas players. It will be a difficult match, but one we are looking to win.”
At the bottom, Emirates Club sit perilously close to the drop zone. Only four points and one place separates them from Fujairah in 13th, who host Al Shabab.
The Falcons’ confidence was raised last time out with a goalless draw at Arabian Gulf Cup-winners Al Wahda and defensive midfielder Renan Garcia wants to bring home the three points against Dibba Al Fujairah Friday.
He said: “The next game is against Dibba and we need to finish off well at home to get closer to Al Dhafra and Sharjah, as the league is coming to an end.
“We go with much confidence and will give 100 per cent towards Dibba now.”
A miserable campaign for hotly-tipped Al Jazira is winding painfully to a close. Last week saw a 2-1 loss to leaders Al Ahli and confirmation they cannot proceed in the AFC Champions League.
Already-relegated Al Shaab are up Thursday and boss Henk ten Cate surprisingly stated he expected a stern test against a sinking side with just six points.
“I think this will be the most difficult game of the year so far against a team who are already relegated and are always dangerous,” said the ex-Barcelona and Chelsea assistant. “For me as a coach, it’s a very difficult game to prepare.
“If you play a top team like Al Ahli, you know you don’t have to do much preparation. As a coach, you can see the motivation is there and want to fight.
“Now against a team that is down to the second division, who are playing for nothing. It’s always difficult because the players need to be motivated to get a result.
“I know 100 per cent, it’s not going to be easy.
“This is a game where it all counts. If we can get a good result in this game, I’m pretty confident for the rest of the season.”
