The Iceland international, who has more than 18 months on his contract to run, has been mentioned by the Parkhead hierarchy as a potential signing target in January or the summer, but the 23-year-old said he was unaware of the speculation.
"Our supporters were good but I have to say there is a really good atmosphere here," said Sigthorsson.
"I haven't heard anything [about a transfer to Celtic]. I still have two years left on my contract and there is nothing I know of."
One of the men who could emerge as a rival for a striking spot at Parkhead is his international team-mate and friend, Alfred Finnbogason, who also plays his club football in Holland at SC Heerenveen. "Alfred is a good striker who scores a lot of goals so why not?" he said.
Of more immediate import to the striker is atoning for the 2-1 defeat when the two teams reconvene in the Amsterdam ArenA on November 6. With the Dutch champions now propping up Champions League Group H, Sigthorsson bemoaned his side's inability to convert their chances and says it will be a different story in 10 days' time.
"We played well but the game is about goals, and we gave away quite s****y goals," he said. "A few chances? We created a lot, but not enough. We weren't sharp in front of goal. Celtic didn't create a lot, but they were smart, they waited for us to lose the ball and then they counter attacked really well. They played a lot of high balls and tried to go for second balls as we knew they would; they played a really good game. I think we were quite unlucky that we didn't take three points.
"I hope it will be a different game in Amsterdam, that we can take some of our chances there. I guess Celtic will play more defensively and maybe we won't create quite so many chances but we need to stay sharp in front of goal. Celtic can beat any team at home, we have seen that in the last few games - even Barca last year - so they are a team who can do well in the group."
Another striker who enjoyed his first experience of starting on a Champions League night at Celtic Park was Teemu Pukki. The Finn said he felt the win had renewed belief amongst the Parkhead squad that they could qualify for the last 16 - even if it required victories in Amsterdam and against Milan at Parkhead.
"The win was very important and the atmosphere was amazing. I think it's the best place where you can play your football," said Pukki. "I've been waiting for this moment. I was on the bench against Barca and I could feel it there, the atmosphere when the Champions League anthem starts. When I played in Germany there were also very good atmospheres but this is better.
"They had chances and we had chances but I think we deserved the victory. We believe we can now go and win in Amsterdam. The target is still to finish second. We have been competitive in every game and we had chances to win and draw in the first two games against Barca and Milan. But, of course, they are such good teams they will score if we do not take our chances.
"The next round of fixtures are very important. We would expect Barca to beat Milan and it is up to us to do something good in Amsterdam. It is possible for us to win over there and any team will fear playing in this stadium. We have a chance to beat any team here."
The Finn didn't have everything his own way on the night and after scoring just twice for his new club, believes it is only a matter of time before the goals start coming. "I think in the last couple of games my game has been better," he said. "The only thing that has been missing is goals. But I think they will come. I'm confident I can go on a goal-scoring run."