The Italian international joined the Black Cats in July for a reported fee of around £8.5m.
However, the 28-year-old insists that he is already enjoying life in the Premier League.
"Leaving Juventus was a very difficult decision to make," Giaccherini is quoted as saying by Sky Sports News. "It was hard because I left many friends, teammates and a coach in Antonio Conte who made a difference to my career.
"I'm happy with the choice I made though even if I had to give up a top club like Juve."
Giaccherini is currently with the Italy squad for their World Cup qualifiers against Bulgaria and the Czech Republic.