Sterling, has topped the Etihad goal charts with 31 this season, but he missed a glorious late chance to equalise in City's quarter-final defeat to Lyon on Saturday night with Pep Guardiola's men trailing 2-1.
Just 59 seconds later, City's fate was sealed when former Celtic striker Mouussa Dembele scored his second goal of the game.
But afterwards, De Bruyne said: “I don't blame Raheem. It's football. He did so many good things so that's the way it goes.
“We still had seven or eight minutes. Obviously then they score the third goal and then the game is over.
“It's a little bit of a shame because we had good hopes to do well this year.
“I don't think we are far away. At this level it's small details and the difference is we made mistakes and they score and the chances we create we don't score.
“That's the minimal difference."