The Govan MSP was given a tour of Hillhead station, which has benefited as part of a £288million modernisation programme.
Work on upgrading Partick station will begin in two weeks, with Kelvinhall and Ibrox following next year.
More than £2m was spent at Hillhead on new escalators, moving the ticket office and creating retail space, new signs, better lighting and a mural by artist Alastair Gray.
Ms Sturgeon was shown around by George Redmond, chairman of Strathclyde Partnership for Transport.
He said: "The Subway is part of the fabric of Glasgow life and is close to the heart of commuters.
"The opening of Hillhead makes our vision for a 21st century network that is equipped to meet the needs of an increasing number of passengers a reality.
"As the modernisation programme continues, we will ensure all stations across the network meet the standards set at Hillhead."
Ms Sturgeon, said the modernisation of the Subway, which is backed by £246m of Scottish Government money, is taking shape.
She added: "The Subway has been going for almost 116 years and the time is right to breathe new life into the system.
"Improving it is just part of our plans to revitalise Glasgow's transport infrastructure ahead of the 2014 Commonwealth Games.
"This is the first step in making the Subway an icon of Scottish transport fit for the 21st century – new trains, refurbished stations, better access and more effective signalling."
Jim Gibson, of construction company Clancy Docwra, the principal contractor at Hillhead, described the modernisation job as "challenging".
He said: "All the works had to be carried out in a busy Subway station.
"It would have been impossible to deliver this without working closely with the SPT delivery team, the architects and especially the staff at the station, who ensured passenger disruption was kept to a minimum while the station was being transformed."
SPT has promised to keep the Subway operating throughout all refurbishment works – the majority of the work should be finished by 2020.
It will involve new driverless trains and signalling and four world-class consortia are in the process of tendering for the work.