Having been in Brazil for just over a day, Sturridge and Welbeck, along with Jack Wilshere, Fraser Forster and Adam Lallana, ventured to the foot of Rio's biggest favela.
No sooner had they walked onto the artificial football pitch at the centre than they were joining in a demonstration of the Capoeira - a combination of martial arts and dancing - with the Complexo Esportivo da Rocinha team.
"They took me and Studge in the middle and we did alright in there," smiled Welbeck. "We tried our best, it was our first time.
"We were told to just stand on the outside and one of them was dragging me in the middle, but I wasn't ready."
Sturridge chipped in: "We're here as a team for a good cause. It was alright but we were a bit like 'what's going on here?', we'd didn't know the score, they caught us off guard big-time.
"All of a sudden he started doing cartwheels, like a Matrix slow-motion cartwheel and telling us to repeat it. It was cool though."
Capoeira is one of the many activities on offer to local kids at the complex, which is now being supported by the Three Lions players.
They donated a significant five-figure sum, which will go towards developing the centre's facilities through their charity, the England Footballers Foundation.
With a backdrop of the Rocinha favela, home to 70,000 Carioca - Rio inhabitants, the complex boasts a swimming pool, boxing ring, under-cover Futsal pitch, judo, volleyball, tennis and skateboarding.
But it was the football pitch that was centre-stage as the quintet watched a local team play a mini-tournament.
And it really heightened the anticipation for the World Cup, which starts for England in Manaus on Saturday.
Daniel Sturridge does cartwheels in Rocinha
"It's proper Brazil, you see the favelas and you can see that some of the kids and the opportunities that they don't have," said Sturridge.
"We used to be just like them and are here to be a part of their culture, to do the Capoeira, seeing the kids play football and having a little dance with them, it's all good and all healthy for us.
"It shows us how far we've come as a pair. We're living our dreams now being here, so it's good to see these kids."
Welbeck added: "The centre is doing well for them and gives them a chance and an opportunity to come here out of the favelas and enjoy sports.
"That's one of the main things being a kid growing up and enjoying the things you love to do."
You can watch our exclusive video from Rocinha with Welbeck and Sturridge in the player above.
