Under talismanic captain Virat Kohli, India won nine consecutive test series dating back to 2015 before the 2-1 series loss in South Africa in January halted their juggernaut.
The stellar run firmly cemented India's place on top of the world test rankings but the bone of contention has been that out of the nine, six came at home while two of the away victories were in Sri Lanka with the other in West Indies.
"It's just a general perception of people that we have to win away games. As long as you are playing the game, you have to win everywhere," the 30-year-old Sharma said at an event to launch the new AlphaBounce Beyond shoe by Adidas.
"It doesn't matter where you win. People obviously find it more interesting to write something different when it comes to overseas victories. Yes overseas victories are important but you have to win at home first then you win overseas.
"It is important for us to win every game, in every country. Any country we go to play we have to try and win."
With trips to England and Australia pencilled in for later in the year, critics believe 2018 will be the real test for Kohli's men in the longest format.
Often hailed as the next big thing to come out of Mumbai since Sachin Tendulkar, Sharma is an automatic choice in the limited-overs side and the only batsman to score three one-day international double centuries.
His batting form in whites, however, pales in comparison. Since registering two centuries in his first two tests - against West Indies in 2013 - he managed his third against Sri Lanka at home in November.
"There are challenging tours that are coming up which we have to do well in," said Sharma, who averages a shade under 40 in 25 tests.
"If you look at the South Africa tour, we almost won the first test match and won the third. We are competing really hard as a team even outside India.
"Things will fall in place. There are certain things we need to improve as a group. I am sure we can take the learning from what happened in South Africa with us when we go to England."
The right-handed batsman also leads India in limited-overs matches in the absence of Kohli and recently skippered them to victory in last month's Twenty20 tri-series in Sri Lanka, also featuring Bangladesh.
"The experience has been ... a great learning curve," said Sharma, who has led the Mumbai franchise to three Indian Premier League titles.
"Whatever time I have spent captaining for Mumbai, that experience really helped me while leading the national team."
For Sharma, most things are similar when it comes to leading an Indian team or captaining the Mumbai side in the popular Twenty20 league.
"Things are not very different when you lead a franchise or a national team," he said.
"All you need to do is train your mind according to that. The only difference is that players from different countries come and play during the IPL while the national team players are from your own country.
"Your managing of the players, your strategies, planning remain the same. All you need to change is your behaviour and acknowledgement towards the players when it comes to IPL."
In the shorter version of cricket, Sharma is almost unstoppable. He can clear boundaries at will and destroy the statistics of the most mercurial bowler when he is on song.
Sharma, whose 264 against Sri Lanka in 2014 remains the highest ODI score, averages 44.55 in one-dayers with 17 hundreds. He also has two centuries in the shortest T20 format.
"I am a batsman first and then a captain. My primary job is to go out there and score runs and make those big contributions. And then the captaincy comes in," said Sharma, who also skippered the Indian team in the limited-overs series at home against Sri Lanka in December.
"Both have to go hand in hand for us to have the success. I have to lead from the front. How will I do that? It's by scoring runs and making sure I send the right message."
First Published: April 10, 2018, 6:21 PM IST