He began 2019 with a 2–1 win against Liverpool, where he assisted Leroy Sané's winning goal. On 6 January 2019, he scored a goal and assisted one in a 7–0 win against Rotherham, which booked their place in the fourth round. On 20 January 2019, he headed a goal to help City win 3–0 over Huddersfield Town. On 3 February 2019, he helped assist two of Sergio Agüero's goal to beat Arsenal 3–1, which helped City move 2 points behind Liverpool. On 10 February 2019, he scored two goals to beat Chelsea 6–0 at the Etihad. On 20 February 2019, in a first leg match of the Champions League against Schalke, he scored the winning goal in the 90th minute in a 3–2 win. In the EFL Cup Final on 24 February 2019, he scored the winning penalty in the penalty shootout to win the cup. The following month, he scored a hat-trick for the first time since 2015 within the space of 13 minutes – the fastest hat-trick of the season – to secure a 3–1 victory over Watford. He scored again in the return leg of Man City's Champions League clash with Schalke to help the club record a 7–0 (10–2) victory and equal the record for the largest winning margin in the knockout-phase of the competition. On 17 April 2019, Sterling scored two and had a winner on aggregate disallowed in injury time – which would have sealed his third hat-trick of the season – in Manchester City's 4–3 win over Tottenham Hotspur in their UEFA Champions League quarter-final second-leg, however they were knocked out on away goals after losing 1–0 in the first leg. On 18 May 2019, Sterling scored twice as Manchester City defeated Watford 6–0 in the 2019 FA Cup Final to clinch a domestic treble.