The Liverpool forward bounced back against Bournemouth.
The Reds forward enjoyed three golden opportunities to net against Manchester United at Old Trafford last Sunday but was foiled by David de Gea on each occasion.
Sterling, however responded in impressive fashion - by scoring twice for Liverpool against Bournemouth in the Capital One Cup in midweek - and Dalglish believes that showed the 20-year-old's class.
"Raheem Sterling showed his class in midweek, scoring twice for Liverpool after his missed chances in the defeat at Manchester United," Dalglish wrote in his weekly column for the Daily Mirror.
"If you’re a striker, you’re obviously happier when you score than if you miss. But I don’t think the wee man’s confidence has been affected in any way, shape or form.
"I think the goals he scored at Bournemouth in the Capital One Cup reflected the fact that it didn’t faze him that he missed so many chances against Manchester United last weekend."