The 27-year-old had been booed by Sunderland supporters when playing for Swansea City after it was revealed that Graham supported Newcastle United.
However, after he received a favourable welcome from Sunderland fans when he entered the action against Reading, Graham has revealed he was "really pleased" with the reception that he was granted.
Graham told the Sunderland Echo: "The reception was great at Reading.
"Obviously the one on Tuesday night was expected for myself. That's part and parcel of football, I just got on with it. But it never once put me off in terms of wanting to move here.
"The contrast with the reception I got at the Madejski Stadium was brilliant. I had signed and everything was done, and to get that reception was really pleasing."
Graham is likely to feature when Sunderland host Arsenal this weekend.