Players and staff from Aston Villa, Sheffield United, Manchester City and Arsenal knelt in support of the Black Lives Matter movement as the campaign restarted on Wednesday (17.06.20) and the England star feels the gesture was important.
Match officials also took part, while the names on players shirts were replaced with 'Black Lives Matter'.
Sterling - who scored the first goal in Manchester City's 3-0 victory against Arsenal - told Sky Sports: "It shows we're going in the right direction.
"Little by little we're seeing change. It was natural, it was organic. We saw the teams do it in the earlier kick-off and thought it was something we had to do as well."
City boss Pep Guardiola added that white people should be "ashamed" of racial inequality and admits that it is a global problem following the death of George Floyd in the US.
The 49-year-old manager said: "White people should say sorry for the way we have treated black people for 400 years. I am ashamed of what we have done to black people around the world.
"It is not only in the USA where it has happened. The problem is everywhere.
"Maybe for our generation it is too late but for the following generations, they can understand the only race is ourselves. We are human beings. It doesn't matter the colour of our skin."