Britain goalkeeper Joe Hart made two late spares as Manchester City won 5-4 in the punishment shootout after the amusement completed 2-2 toward the end of regulation time at the Melbourne Cricket Ground.
Sterling, the most lavish English footballer ever, took only two minutes and 17 seconds to open his record for the huge spending English club.
He demonstrated his touchy pace to swoop on a barrier part go from Kelechi Iheanacho to leave Roma goalkeeper Morgan De Sanctis thrashing and opening the ball into the vacant net.
While Sterling's eagerly awaited first appearance in the sky blue was the real idea, the 2014 English Head Alliance champions indicated a lot of assaulting guarantee for the season ahead.
The 20-year-old Jamaican-conceived Londoner finished his turn to Manchester City from Liverpool a week ago in a five-year bargain worth an introductory £44 million that could ascend to £49 million ($76 million).
The Italians evened out only five minutes in the wake of Sterling's strike in stupendous manner. Bosnian midfielder Miralem Pjanic let fly with a 20-meter thunderbolt into the upper right corner.
Sterling had a major yell for a punishment turned down when he was brought around Alessandro Florenzi halfway through the opening half, yet Australian official Jared Gillett waved play on.
Roma had three quickfire scoring chances minutes before the break, with Vincent Kompany jumping to deny Francesco Totti, Eliaquim Mangala clearing another and unmarked Daniele De Rossi putting a header over the bar.
Pellegrini took Sterling off at halftime alongside the powerful David Silva among nine progressions, presenting Samir Nasri, Aleksandar Kolarov and Yaya Toure into the diversion.
Nigerian adolescent Iheanacho put Manchester City ahead again on 51 minutes when he focused in on a terrible back go by previous Britain worldwide Ashley Cole to coolly beat De Sanctis from short proximity.
However, Serbian Adem Ljajic tossed the Italians a life saver when he beat Joe Hart with his free-kick over the divider in the 87th moment to send the match into punishments.
Hart demonstrated Man City's legend, with recoveries off Seydou Doumbia and Seydou Keita to get the English club home.
Manchester City will endeavor to go on and win the three-way ICC competition when they tackle ten-time European champions Genuine Madrid in the last match at the Melbourne Cricket Ground on Friday.
Roma beat Genuine Madrid 7-6 on punishments after the opening ICC diversion completed scoreless at the MCG on Saturday.