Sterling has been linked with a move away from the Premier League champions after finding himself on the bench on a number of occasions towards the back end of the 2020-21 campaign, including crunch Champions League quarter-final and semi-final ties.
But the 26-year-old has been a key figure for the Three Lions in their opening two games of the European Championship, scoring the winning goal against Croatia last week.
And Sterling puts his form down to doing what he loves best.
"We don't really, I'm not saying on the outside it's negativity, but we don't want any negativity creeping in and performance levels dropping, and confidence levels dropping, and that's all that it will do."
On the Wembley crowd booing, he added: "I feel the fans have an expectation of us with the players we have in the squad and that is rightly so.
"But as you can see from different games in the tournament, not just in our group but other groups as well, it is tricky in international football. It is not as easy as people think."
Despite the disappointment from Friday night, England will top Group D with a win over the Czech Republic on Tuesday.
Winning the group will guarantee a last-16 tie at Wembley, though it will be against one of France, Germany or Portugal.
Finishing second would offer an easier game on paper, though in Copenhagen, and Sterling says home advantage could be crucial.
"There is always an advantage being on home soil, that's for sure," he said.
"With the fans raring and making it a hostile place to come, I do think it can be a good advantage and, like I say, we've got four points, I keep stressing we've got four points and we've got one game to go and we're going to need our fans on Tuesday to get us across the line.
"We haven't spoken on that (the permutations of finishing second). The objective is to try and win the group and that's it."