Kilgallon, who joined Middlesbrough on a season-long loan last week, made just six senior starts after joining the Black Cats in a £2m move from Sheffield United in January.
The York-born defender made his Middlesbrough debut in Sunday's 1-0 victory over the Blades, and is hoping to be involved in this evening's Carling Cup secondround tie at Millwall despite Gordon Strachan's intention to make changes for the trip to the Den.
He admits he failed to make an impression at the Stadium of Light, but with Sunderland boss Steve Bruce conceding he was not given a fair crack of the whip on Wearside, Kilgallon is determined to kickstart his career on the banks of the Tees.
I think I signed at a really hard time for Sunderland,
said the 26-year-old. They were virtually in the bottom three when I signed, and it was a difficult period.
The home games were particularly hard because the fans were really anxious.
There were players coming in and out all the time, and I never really got a chance to get settled.
I was in and out all the time at Sunderland and, as a centre-half, you need a run of games. It's hard to be in one minute, then out, and then coming on for ten minutes here and there as a substitute.
I'm one of those lads that loves to be part of the team, involved with all the banter and the spirit. It was hard to do that at Sunderland because I never really felt at the heart of things.
Kilgallon's move to Middlesbrough was first proposed at the start of the month, but a minor back injury held up the deal and briefly looked like scuppering his hopes of a switch.
Strachan's persistence eventually paid off though, and having signed a player capable of playing at centre-half and left-back, Boro have added some valuable versatility to their back four.
I'm relieved it's all sorted,
said Kilgallon. It just seemed to really drag on. One minute the move was on, the next it wasn't. It was a bit of a nightmare really but, as a player, you just try to stay out of it.
As soon as it was signed, I came down and trained with the lads, and luckily the manager felt able to throw me straight in. He's asked me to do a job at left-back and I'm happy to help out there.
I've spent most of my time at centre-half, but I've played plenty of games at left-back.
Kilgallon is unlikely to be the last newcomer joining Boro this month, with Strachan keen to add up to three more players before the end of the transfer window.
Boro officials lodged an offer for Dundee United winger Craig Conway yesterday, but their counterparts at Tannadice rejected it for failing to meet their £1.2m price tag.
A statement on Dundee United's club website said: Dundee United confirms that a formal bid from Middlesbrough was received late this afternoon, but did not meet the club's valuation.
Nevertheless, Strachan remains a staunch admirer of the 25-year-old, and further talks are expected to take place before the weekend.
He's somebody we've looked at for a long time, said the Boro boss, who is also keen to sign a goalkeeping replacement for Brad Jones and a midfielder on loan before the transfer window closes. If he's been mentioned (by Dundee United), then its okay for me to mention it as well.
Boro are also close to agreeing season-long loan deals for Mido and Didier Digard.
Digard should rejoin Nice for a second loan spell later today, while Mido is expected to move to Ajax on a temporary basis before the weekend.
Contrary to reports in Holland yesterday, however, the Egypt international has not signed a permanent deal in the Dutch capital.
Boro will line up at Millwall tonight with Strachan expected to name a stronger side than the experimental line-up that accounted for Chesterfield in the first round.
Matthew Bates will be rested in order to protect his knee, while Kris Boyd is unlikely to start despite opening his Boro account at the weekend. Luke Williams should come back into the side after impressing at the b2Net Stadium.