Ms Sturgeon also wished England “good luck” in the match.
Speaking at an unscheduled coronavirus briefing, the First Minister reminded viewers that those planning to watch the game indoors should do so in groups of no more than six people from three different households.
She also urged fans to keep windows open during the match to aid ventilation.
“If we all stop and think about it, it's obvious why that rule is important,” she explained.
“If somebody in your group has Covid but might not realise it, then if you've got a limited number of people and households in the house with them, then it's reducing the number of households that the virus might then be able to spread to.
“In addition, try to make sure that people from different households are sitting as far apart as as possible, and...keep windows open because that helps ventilation.”
Ms Sturgeon added: “The better ventilated a room is, the less risky it is going to be.”
She made the same plea to those watching the tennis at Wimbledon, taking a moment to wish Andy Murray “good luck” for his next match.
The 34-year-old made a thrilling return to Wimbledon on Monday evening, beating Nikoloz Basilashvili in front of a Centre Court crowd.