Sterling was linked with a shock move to Arsenal in the dying days of the transfer window.
Manchester City were said to have offered him up to the Gunners as part of a deal to sign Alexis Sanchez.
Sterling was a £47million arrival from Liverpool just two years ago.
But the winger insists he thought nothing of the proposed Emirates switch when hearing of the link.
Asked if he had words with City manager Pep Guardiola, Sterling said: “I didn’t need to speak with him because i’d already spoke in summer about pre season.
“I didn’t have any negative thoughts.
“I just woke up one day with England, saw it and didn’t believe a word of it.”
Arsenal ended up keeping Sanchez – although the player is a long way off signing a new contract at the club – while Sterling remained at the Etihad.
It has not been the smoothest of rides for Sterling since he moved to Manchester City from Liverpool in 2015.
The winger was criticised for what many deemed were lightweight performances in the aftermath of his controversial transfer.
But Sterling says he’s learned to deal with the criticism.
“To be fair, my first year here being really young I used to always be on Instagram,” he said.
“You’ll see stuff pop up and you’ll check it out because you didn’t know any better.
“Since I was getting negative comments, I’ve learned not to look at it.”
He scored the winner in the 2-1 victory over Bournemouth before deadline day, which arguably made a point to Guardiola not to let him go.
Sterling is set to play for City against Napoli in the Champions League on Tuesday.
And asked if his goal against the Cherries ignited City’s season, Sterling said: “Yeah, it was a massive performance from the boys.
“It was a bit disappointing at half time having conceded but we bounced back really well and continued to show our great character. It’s a credit to the boys.”