The 27-year-old was jeered by sections of the home support when he came on as a second-half substitute in Swansea's 0-0 Barclays Premier League draw at the Stadium of Light on January 29, two days before he completed his £5million switch to the Black Cats.
Graham grew up supporting Sunderland's arch rivals Newcastle and has made no secret of his affiliation to the Magpies, but that all appeared to have been forgotten when he made his debut in last Saturday's 2-1 defeat at Reading.
He 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.
"I'm just looking forward to having a successful end of the season."