Steve Clarke's men could have won all three points if they were a bit more accurate with their finishing.
Sterling, who played all 90 minutes, felt his side didn't play their own game, instead playing a back and forth match which suited Scotland.
He bemoaned a lack of “personality” from England.
“Scotland was a different challenge — a different type of test,” he said. “I felt we got drawn into their style of play.
“They came and threw things at us that we just didn’t deal with well enough. We could have done more when we were on the ball and dominated the game.
“It was a pretty weird match to be involved in. There was no real structure in terms of this team has possession for this amount of time and then the other team has it for a bit.
“It was back to front all the time and it is not very often you will get games like that at international level.”
Sterling did give Scotland credit for the way they approached the match and their mentality.
“As a team we need to know where to identify that and take control of the situation. We can’t get brought into playing a certain way when we want to use the ball a little better.
“But as you can see from different games in the Euros, international football is tricky. It is not as easy as people think. We have got to give credit to the opposition.
“They came out and battled really well and they fought hard for that point.
“It is a game we wanted to win, a game we knew we could have won. But at the end of the day, they came and did well.
“We were all disappointed not to win, but it is not the end of the world. We have got a massive game coming up on Tuesday and it’s one we need to win.”