He was responding to the latest revelations in the Sunday Times, which claim that the then-FIFA vice-president Mohamed bin Hammam "pulled strings" for voters prior to the 2022 World Cup ballot.
Leaked documents indicate that Bin Hammam set up meetings with the Qatari royal family for FIFA executive committee members.
He also allegedly brokered potentially lucrative business discussions for other FIFA executives.
The newspaper has previously reported that bin Hammam used "slush funds" to make payments during the campaign - despite Qatar claiming that he was nothing to do with their bid.
FIFA's investigator, Michael Garcia has already said that he would not be reviewing the evidence presented by the Sunday Times, but this news may force him to reconsider - especially as Sony, one of Fifa's major sponsors, has now called for the allegations to be "investigated appropriately".
A statement from the electronics company said: "We continue to expect FIFA to adhere to its principles of integrity, ethics and fair play across all aspects of its operations."
Labour leader Miliband also went on Twitter to back the Sunday Times in its investigation of Qatar 2022.
The negative tenor of the public debate around FIFA at the moment is neither good for football nor for FIFA and its partners," added German sportswear company Adidas, which has signed up as FIFA sponsor until 2030, extending a partnership dating back to 1970.
FIFA issued a statement from the body's marketing director Thierry Weil as it sought to take heat out of the situation.
"We are in constant contact with our Commercial Affiliates including adidas, Sony and Visa and they have 100 percent confidence in the investigation currently being conducted by FIFA's independent Ethics Committee," Weil said.
"Our sponsors have not requested anything that is not covered by the on-going investigation by the Ethics Committee."
Payment card company Visa, which has a contract as a FIFA sponsor until 2022, said it was monitoring the progress of the Garcia investigation.
"We expect FIFA will take the appropriate actions to respond to the report and its recommendations," it said in a statement.
Japanese consumer goods company Sony took a similar line, saying said it expected the allegations to be "investigated appropriately".
It is unusual for sponsors to say anything publicly on such a sensitive issue and the comments reflect concern over the knock-on effects on their image.
"This underlines that companies need to make sure that any high profile association enhances their reputation rather than damages it," said Andy Sutherden, Global Head of Sports Marketing & Sponsorship at communications firm H+K Strategies.
FIFA, which Blatter has led since 1998, earned almost $1.4 billion (£830 Million) last year, including more than $600 million (£355 million) from the sale of broadcasting rights and more than $400 million (£230 million) from sponsors and other marketing partners.
Sony, Adidas and Visa are among six main FIFA sponsors who collectively paid around $180 million (£107 million) last year. Sony's sponsorship agreement, which also included the 2010 World Cup, expires this year, giving it particular leverage as it negotiates a new deal.
Airline Emirates, whose sponsorship deal is also up for renewal at the end of the year, declined to comment, as did South Korean carmaker Hyundai/Kia. Coca-Cola was not immediately available for comment.
The Sunday Times printed new accusations on Sunday, just four days before the 2014 tournament kicks off in Brazil, alleging that then-Asian football chief Mohamed Bin Hammam, a Qatari, had brokered meetings between Qatari officials and governments to discuss bilateral trade deals.
Qatar denies Bin Hammam was connected to its bid for the Cup. Bin Hammam has not commented. FIFA has already banned Bin Hammam for life from soccer over accusations he paid bribes to win votes for a bid to become FIFA president. That ban was overturned but another was imposed for conflicts of interest.
- Sports & Recreation
- Mohamed bin Hammam
- FIFA executive committee