You may need to add a tablespoon or two of water to help break up the sausage as it cooks. Continue to heat until no longer pink, or about 6-7 minutes. Do not drain the fat.
While stirring constantly, gradually add milk and cook until the gravy comes to a boil. Once it reaches a low boil, reduce the heat to medium-low and continue to cook for 2 minutes until thickened.