Gary Southgate’s men came from a goal down to defeat brave Denmark 2-1 on Wednesday at Wembley.
Sterling had a hand in England's two goals after his pressure on Simon Kjaer resulted to an own-goal before earning a controversial penalty for Harry Kane to seal the win from a rebound after his penalty was saved.
England, from the start of the tournament were among the favourites to win the trophy and showing a masterclass display against Denmark has left Sterling singing praises to the team for their performance.
"It was a top performance," said Sterling.
"We had to dig in deep. We responded well and showed good spirit. We knew it would be difficult.
"We stayed patient and we knew with the legs and aggressiveness we have in the team we'd be OK. It's another step in the right direction."
Sterling is currently the man of the moment for the Three Lions with 3 goals thus far.
The Manchester City winger has had a glittering tournament and could be in contention for the best player award.
The victory for England over Denmark recorded their first final in 55 years for men's major tournament.
The Three Lions will now face a formidable Italian side under an experienced manager in the shape of Roberto Mancini at Wembley on Sunday.
Sterling having put up an impressive run of form in the campaign will be expected by most England fans to rise to the occasion against The Azzurri though it won't be an easy battle for the former Liverpool man.
The 26-year-old had a successful spell last season as he played a key role in Manchester City's Premier League success with 10 goals and seven assists in 31 games.
Sterling was a member of Pep Guardiola's side that lost to Chelsea in the Champions League final at the Estadio do Dragao, the home ground for Portuguese club FC Porto.
