Sinclair revealed signing a permanent deal with Swansea helped him feel settled.
He told BBC Radio Five Live: "I've been on loan a few times and gone back to Chelsea and not played - confidence drops.
"But I'm settled now, I feel part of a team, I've got my confidence back and I'm enjoying my football.
"I feel Chelsea made a mistake letting me go but I need to stand on my feet now and prove myself.
"I got experience there from international players but it's time to play week in, week out now."