Sigurdsson struck a superb goal in the Blues win.
"He said, 'Whatever you do, don't celebrate'. I'd spent three and a half years at Swansea, played my first Premier League game there. I've too much respect. When he said don't celebrate I said, 'I know'.
"I was never going to do it."
Sigurdsson was sorry to see Paul Clement sacked this week.
"They definitely had the right man in Paul Clement," says Sigurdsson. "He is a top, top manager. I'm really surprised they let him go.
"For Carlo Ancelotti to take him everywhere speaks volumes about what he can do and you could see why. He is a fantastic coach and a fantastic manager.
"He is organised, speaks to you man-to-man. His training sessions are good, he's tactically aware of everything. He makes you feel good and, as a player, you want to play for that kind of manager. It is difficult when you are in that position. But anything is possible. You just keep going."