Hey there, I posted in the Premiere Pro section about the problem I have:
I have animation, made with After Effects, or something else, exported as a *.png sequence, or a *.mov file, both with transparency. When I import that sequence directly in Premiere Pro, it plays smoothly. When I import that particular animation into Photoshop, and create timeline, It also plays without problem. But, and this is a BIG BUT: when I save that Photoshop file as a *.PSD, then import into Premiere Pro, it won't play animation. It's stuck in the frame where the CTI on the Photoshop timeline was in the moment of saving that particular file...
You need to render out to a video file format from Photoshop rather than revert back to an image sequence. Use whatever format that you intend to use for the final render if possible.
To add to what Trevor said
If you don't know your final video format you can, after editing in Photoshop, use Render Video from Photoshop and render as an Image sequence and import that sequence to Premiere in the same way as you did from After Effects