The Man City star appeared to be the victim of vile taunts during last night's game at Stamford Bridge.
In an Instagram post, Sterling said: "Regarding what was said at the Chelsea game as you can see by my reaction I just had to laugh because I don't expect no better."
Police and Chelsea are probing claims Sterling suffered racist taunts during Maurizio Sarri's side's 2-0 win.
BT Sport have promised to pass on video footage of the confrontation.
A number of Chelsea fans could be seen shouting aggressively at Sterling as he picked up the ball when close to the advertising boards of the Matthew Harding stand in the first half.
The video, in which a fan appears to call Sterling a “f****** black c***” was widely shared on social media, causing a huge outcry.
Ex-England stars Rio Ferdinand, Ian Wright and Gary Lineker all condemned the footage.
Arsenal legend Wright tweeted: “The bad old days are back! Chelsea you have been shamed by this disgusting racist fan! Absolutely no doubt about what he says.”
Former Manchester United defender Ferdinand added: “Are we going to continue to allow this type of racist behaviour go on? All for kicking a ball!”
England legend Lineker called it “despicable”.
The Met Police on Saturday night said there had been no arrests over the incident.
But a spokesman said: “We are aware of a video in which it is claimed racial abuse was allegedly directed at a player.
“We will review the footage to determine whether any offences have been committed.”
A Chelsea spokesman added: “We’ll investigate the matter and take the strongest possible action where necessary.”
Chelsea also confirmed they will investigate claims a fan was ejected soon after the incident, but later seen back in the stands.
This comes a week after a Tottenham supporter was charged by police for throwing a banana skin at Arsenal striker Pierre-Emerick Aubameyang.
Any fan found guilty of racist abuse would face a ban from Chelsea — but a criminal conviction might lead to a ban from all football.
It overshadowed Chelsea’s 2-0 win and is particularly embarrassing for the Blues after previous incidents.
SunSport revealed earlier this season Chelsea were offering fans who had been guilty of anti-Semitism the opportunity to visit the former Nazi death camp at Auschwitz.
This was part of an education programme, as an alternative to a ban.
The incident also brings back unhappy memories of the scandal involving ex-Blues captain John Terry.
He was fined £220,000 and banned for four matches after being found guilty by an FA disciplinary panel of racially abusing QPR’s Anton Ferdinand in 2011.
Terry was given the punishment by the football authorities, despite earlier being cleared by Westminster magistrates. Lip-reading evidence was at the centre of the case.
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