The 24-year-old Irish winger stepped down a division earlier this week in a reported £1.5m transfer deal.
McClean joined the Black Cats in August 2011 and, although he made more than 30 appearances for the club last season, he feels the time was right to sign for the Latics.
He told The Shields Gazette: "I really do believe this is the right move for me.
"Obviously things had gone wrong for me at Sunderland. I'm fully aware that I made mistakes, and while I would also admit to losing my confidence, I certainly wasn't enjoying my football.
"I've already held my hand up admitting the mistakes I've made but I also believe I've learned from those experiences and moved on.
"The move to Wigan is the right one. The fact that Wigan won the FA Cup last season and now have the Europa League to look forward to was also a big factor for me as I want to play in Europe."
But he also accepted he will miss the Stadium of Light: "I had many good times and played with some fantastic players.
"I've made many friends, particularly among the playing staff, and I will miss them.
"John O'Shea has always been a great friend to me and I will miss his guidance and advice.
"I have no problems with the club that gave me the chance to prove myself when playing at the top level.
"I realise I must put my head down (at Wigan) and work hard to establish myself and hopefully get into the first team.
"I believe I have something to offer and I'm keen to keep my place in the Ireland team but I must secure regular football if I'm to do that."