The Citizens retained their Premier League title last term, Liverpool on the other hand won the Champions League, but Sterling believes Premier League success has always been the primary objective for the club than attaining European success.
"I was really happy for them, happy for some of the players I know to lift the Champions League," Sterling told the Manchester Evening News.
"The Champions League is massive for us as a club but our most important thing is winning the Premier League.
"For me, what we did last season – every day, week in week out – was exceptional.
"It was a massive stepping stone to have belief in our squad, that belief we've been building over these last couple of years.
"Since the manager has come in we've got stronger every year. Yes, it'd be nice to win the Champions League but first and foremost we want to win the league. The Premier League is your bread and butter, every weekend, what you train for every day."
Spending three years at Anfield, Sterling left the side in an acrimonious circumstance in 2015 for an initial £44 million, with a further potential £5 million in add-ons.
The 24-year-old forward scored 17 goals with ten assists in thirty-four Premier League appearances last season.
