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."
Swansea City midfielder Gylfi Sigurdsson scored both goals in the win in Reykjavik to leave Netherlands in third in Group A.
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."
But the Ajax forward, who has scored 42 goals over five seasons in the Dutch Eredivisie for the Amsterdam-based club and AZ Alkmaar, argued Iceland are not getting too excited just yet about qualifying for the European Championships in France in two years.
"We stay calm," he said.
"We play next month in the Czech Republic. They also have not lost any points."
