Iceland defeated Netherlands 2-0 on Monday to move six points clear of the Dutch in Group A, level with leaders Czech Republic on nine.
But Sigthorsson, who plays for Ajax Amsterdam, argued Iceland could have won by more than two goals.
"We had a few good counter-attacks," the striker told NOS.
"It also could have been 4-1 or 5-1 but we are satisfied."
Both the home side's goal-scorer and co-coach Heimir Hallgrimsson hailed Iceland's defensive output against Guus Hiddink's Netherlands, and Sigthorsson agreed.
"We have defended fantastically," the 24-year-old said.
Sigthorsson added he was not surprised Iceland triumphed: "Because we just have a very good team. It's hard to play football against us. We fight for each other."
"We stay calm," he said.
"We play next month in the Czech Republic. They also have not lost any points."
