This Letter presents results of a search for the mixing of a sub-eV sterile neutrino with three active neutrinos based on the full data sample of the Daya Bay Reactor Neutrino Experiment, collected during 3158 days of detector operation, which contains 5.55 × 10 6 reactor νe candidates identified as inverse beta-decay interactions followed by neutron-capture on gadolinium. The analysis benefits from a doubling of the statistics of our previous result and from improvements of several important systematic uncertainties. No significant oscillation due to mixing of a sub-eV sterile neutrino with active neutrinos was found. Exclusion limits are set by both Feldman-Cousins and CLs methods. Light sterile neutrino mixing with sin 2 2θ14 ≳ 0.01 can be excluded at 95% confidence level in the region of 0.01 eV 2 ≲ |∆m 2 41 | ≲ 0.1 eV 2 . This result represents the world-leading constraints in the region of 2 × 10 −4 eV 2 ≲ |∆m 2 41 | ≲ 0.2 eV 2 .