Saha's departure leaves the Premier League champions short of striking capability and could pave the way for the arrival of Tottenham's Dimitar Berbatov before the transfer window closes on Monday.
The arrival of the trio on the final day of the transfer window comes after the signing of FC Seoul's Ki Sung-Yong, Thomas Rogne from Stabaek, Brondby's Morten Rasmussen and Jos Hooiveld from AIK Stockholm.
The Italian indicated that the arrival of Milner will be the club's final signing before the transfer window closes at the end of the month - but defended City's sizeable outlay on new players.
On one of these walks, the Swede will move cabling on the exterior of the station in readiness for the arrival next year of a connecting unit, called Node 3 or "Tranquility", and a huge window referred to as the Cupola.