IT was with a heavy heart that Mark Milligan departed for Japan last night after a successful two-month loan stint at Melbourne Victory.

Milligan has been among Victory's best and he capped off a brilliant two months, where he's shuffled between midfield and defence, with a goal in the 4-2 loss to Perth Glory on Saturday.

He will return to his J-League second division side JEF United, which has made a reasonable start to the season, and complete the 2012 campaign before deciding his future.

"I've had an absolute ball and really enjoyed playing and living in Melbourne. It's very hard to leave, but hopefully I can come back one day," Milligan said.

"The club was really excellent. The fans were amazing, even though it probably took a few weeks because it was tough for them considering I'm an ex-Sydney FC boy.

"We've discussed a lot of possibilities since I've been in Melbourne, but I'm still under contract for another season, so I'll go back for a few months and work hard, and that's when opportunities present themselves."

Milligan's goal was to win the attention of Holger Osieck and he did that, starting in the recent World Cup qualifying win over Saudi Arabia.

Unfortunately, his performances didn't have the desired effect on a team that still had finals ambitions upon his arrival and Milligan said the loss to Perth was a snapshot of Victory's season, losing after going into the break 2-1 up.

Four goals from Glory striker Shane Smeltz was in stark contrast to Victory's star duo Harry Kewell (left) and Archie Thompson, who again failed to score.

"It was very disappointing and it really sums up the last few weeks," Milligan said. "We definitely weren't great at the back. Structurally, we got dragged out and that makes it hard defensively."

Milligan said part of Victory's pain relates to the club's past success, but he's backed the club to turn things around.

"They're a very good club with a very good set-up and some good people in charge. They're not the first club to go through a rough trot and I think they'll come out of it strong," he said.

"It's just unfortunate there's a long off-season because they'd like to get working on it straight away.

"Jim Magilton and Kevin Muscat have been excellent. Jim's got great ideas and ... I think he could be very beneficial for the club."

Originally published as Milligan exits with pride intact