The 20-year-old, who has been included in Roy Hodgson's England squad for this week's friendly against Sweden, is believed to have attracted interest from the likes of Tottenham Hotspur, Liverpool, Arsenal and Manchester City.
"It's hugely important," Sturridge told The Independent. "If people are considering leaving a club at a very young age, I'd suggest to them not to do that and to play as much football as they can.
"It's key to your development and playing under those circumstances helps you to become a better footballer. The more first-team games you play, the better you're equipped to play every week when you do go to a bigger club."
Meanwhile, Sturridge could win his fourth full cap for the Three Lions tomorrow.