The 28-year old Italian winger has signed a four-year deal with the Black Cats after passing a medical on their pre-season tour in Northern Italy.
Giaccherini told Sky Sport Italia: "I am full of enthusiasm and want to do good things as part of this adventure.
"I want to thank (Juventus) coach Antonio Conte. In the last two years he has given me the possibility to shine and make a name for myself here. A big part of my success is down to him. I thank him for that and will do so personally in the next few days.
"Yesterday I spoke with Paolo Di Canio. For me, due to the fact that I don't know the language, he will be a fundamental reference point - especially on the field."
It is believed that Sunderland have paid Juventus around £6.5million for the former Cesena man who joins fellow new arrivals Valentin Roberge, Modibo Diakite, Cabral, Vito Mannone, Jozy Altidore, Duncan Watmore, David Moberg Karlsson and El-Hadji Ba on Wearside.