Raheem Sterling was sorry to hear Danny Rose's comments about wanting to quit football due to racist abuse.
Tottenham left-back Rose recently said he "can't wait to see the back" of football because of the lack of action on racism from fans.
Manchester City forward Sterling, who will face his England team-mate in the Champions League quarter-final on Tuesday night, said: "I think it's something he's come across a number of times.
"I respect his comments and it's a shame to hear that."
Sterling has become something of a figurehead for the anti-racism cause after he was racially abused playing for England in Montenegro last month.
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But he added: "I don't think I can make a difference. It's something that happened before I was born and before my parents were born.
"As much as I can do is raise awareness."
Sterling was asked whether a manager should lead his players off the pitch if there is racist abuse from the stands.
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He said: "I wouldn't personally agree with it, to win the game would hurt them even more, they're only trying to get you down.
"If you walk off they win, to score or win would be better."
