The Swans appointed the Premier League's first American manager when New Jersey-born Bradley was named as successor to Francesco Guidolin during the international break.
His first game in charge was Saturday's 3-2 defeat at Arsenal as his side twice threatened to come from behind to continue their recent good record at the Emirates Stadium.
Bradley saw his defence all but gift Theo Walcott a double to put the Gunners in charge before Sigurdsson robbed Granit Xhaka of possession to halve the deficit before the interval.
Mesut Ozil added a third for the hosts but Swansea's record signing Borja Baston came off the bench to grab his first goal for the club
Xhaka was sent off with 20 minutes remaining, but the south Wales side failed in their attempts to leave with a positive result.
Despite that, Sigurdsson has been impressed by Bradley since the 58-year-old took the reins and feels he can start to turn things around for Swansea, who have lost their last four league games and sit 19th having not won since the opening day of the season.
"The boys really like the new manager," Sigurdsson told Swansea's official website.
"Training has been good since he came in - really hard and really sharp
I think we have improved since he arrived and I think if we keep performing like we did in the next few games, we are going to start picking up a few wins."
Iceland international Sigurdsson admitted disappointment at not being able to take a result away from north London to add to victories at Arsenal on their last two visits.
This was their first defeat at the Emirates Stadium since 2011 but Sigurdsson saw plenty of positives.
"We are disappointed not to get something," he said.
"We put a lot of pressure on, especially in the last 20 minutes after the red card
It was a very exciting game to watch probably, with five goals and a red card.
"Overall we are a bit disappointed, but then we could have conceded a couple more
There were encouraging signs.
"It's never easy coming here
Even though we were 2-0 down we kept going, and after 20 minutes we started playing better football
We put a lot of pressure on and had a couple of chances to make it 3-3."
While Swansea strive to add to their solitary win at Burnley back in August, Arsenal have now won their last six in the league and sit level on points with Manchester City at the top of the table.
England international Walcott has six goals in his last five games, although he should have made this latest win more comfortable as he missed two golden opportunities late on to secure a hat-trick.
Arsene Wenger's side have not lost since their opening weekend defeat at home to Liverpool and Walcott believes the determination of the entire squad is starting to pay dividends as Arsenal look for their first league title since 2004.
"It's a great achievement, definitely," Wenger said of winning six games in a row.
"I think we tend to actually start very poorly in the Premier League
This year we've obviously had a few additions and they've settled into the squad really well and you can see that.
"It's not just the starting 11, it's the whole squad - 25 of us that are working hard, day in and day out
I think you can tell that on the pitch - the passion is there.
"The fans were with us today, they were with us from start to finish and we've got to thank them for that, definitely."
Source : PA
Source: PA