The 24-year-old, who made his senior debut for City in 2006, went on to sign for Chelsea, but dropped down the ranks following the club's £50m purchase of Fernando Torres in January 2011.
The striker eventually made the switch to Anfield a year later and, due to his impressive form in front of goal, is just weeks away from competing for England at the World Cup in Brazil.
"I'm thankful for everything that happened at those previous clubs," The Independent quotes Sturridge as saying.
"Manchester City put me on the map in terms of giving me a chance to play in the first-team environment and Chelsea also helped me to improve mentally and as a footballer. I won trophies there. People change clubs. I would never regret anything."
Sturridge is widely expected to start for the Three Lions in their opening Group D game against Italy in Manaus on June 14.