The Reds were in the hunt to end a title drought stretching back to 1990 but were pipped to the title by two points by Manchester City after slipping up against Chelsea and being held to a draw at Crystal Palace.
It was a devastating end to a campaign but Sturridge stressed the squad has put that behind them.
"We were heartbroken at the end of last season but we are refreshed this season and mentally ready for a long season, again especially with the Champions League," he said.
"That is something I can't wait to play in and the players can't wait to play in.
"It took a while (to get over the disappointment). It is not easy to get over things like that but everyone is over that now and we look forward to the future and hopefully bringing success the club."
The sale of Luis Suarez to Barcelona and a far from impressive opening day 2-1 win over Southampton has seen many pundits dismiss Brendan Rodgers's side as title contenders.
It is not a concern for Sturridge, who scored the winner against the Saints, or his team-mates and the England striker said they were not reading too much into their first performance.
"We have confidence within ourselves, we have a belief within the squad we can win every game - no matter what the opposition - with the philosophies the manager has and the individuals we have and how they work collectively," added the 24-year-old.
"Getting off to a good start is fantastic for us but we understand it is only one game and there are 37 to go.
"It is very early on in the season to be making predictions of who is going to win the league and who are going to be the top four.
"I think we go about our business silently. Last season we were underdogs and this season we are underdogs, I don't think it changes.
"The manager has made great signings and we look forward to the future and having a successful season because everyone is hungry for success."