"Roy Keane was one of my heroes as a kid," said Bardsley. "To have him as my manager now is something special. As a player at Old Trafford he always got the best out of the young lads.
"I was close to coming last year, but I went to Villa to test myself against the best. I'm delighted to be here to prove myself to everyone."
Bardsley is Sunderland can avoid relegation, despite being third from bottom.
He said: "We have got to roll our sleeves up and get down to work. There are some very hard games coming up, but I watched the Portsmouth game and the lads were terrific.
"If we can perform like that we can climb the table."
Bardsley was a United team-mate of Sunderland's Kieran Richardson when the Red Devils' kids won the FA Youth Cup five years ago, and also played with Jonny Evans, who is back on loan with the Black Cats.
"I spoke to Jonny in the summer and he loved his time here," said the defender.
"I'm sure he's delighted to be back. Kieran and I came through together since we were 14 or 15.
"It is always difficult leaving a club you have supported and played for, but time moves on and it was getting a bit frustrating. It was time to move on."