The defender signed a two-year deal with Rovers on Monday having been released by Sunderland during the summer.
"I'm really buzzing to be fair," the 29-year-old told the club's official website. "I didn't have a club at the end of the season after finishing at Sunderland and I wanted to come to a big club, where there were good players and good staff.
"When Blackburn came in, I talked with my family, but it didn't take long to decide that I wanted to come here.
"Just looking at some of the signings that they've made and the players that were already here and how well they finished last season, I knew that the club were going in the right direction.
"I went to see the gaffer and knew straight away that I'd get on with him and his staff, so he made it even easier for me."
Kilgallon made his name with Leeds and Sheffield United before securing a move to Premier League Sunderland in January 2010, however he struggled to establish himself at the Stadium of Light and managed just 26 appearances in total.
"I just want to play games again," he added. "I went to Sunderland and I didn't get my chance. I didn't get to play enough, but that's in the past now and I don't want to go on about that.
"I just want to come here and hopefully get in the team and play games, like I was before I went to Sunderland.
"I was playing Saturday-Tuesday every week, so it was a bit weird for me. But I've got the chance to do that now. I just need to get into the team."