Graham moved to the Stadium of Light in January in a £5million transfer from Swansea, but is still to find the target for his new club.
The 27-year old earned plaudits for his performance in Sunday's 3-0 victory over Newcastle and believes he will continue to improve under the guidance of the Italian.
"The new gaffer has given us belief and a licence to attack - he wants us to be solid and always to keep our shape but he really wants us to go forward and that's great for someone like me," Graham told the Sunderland Echo.
"He was a striker himself and scored lots of goals - a lot of good goals at that - so we've got that on our side as forwards.
"He's big on us getting bodies into the box to cause the opposition problems and that is only going to benefit us in terms of getting goals.
"We've got four goals in his first two games in charge, so hopefully that's a sign of things to come."
Graham had come in for some criticism for his contributions in recent weeks, but he hopes that Sunday's display can kick-start his Sunderland career.
"I worked hard for the team against Newcastle and I was pleased with my performance," he said.
"I didn't get on the score sheet but I think that was the best I've played in a Sunderland shirt.
"Of course I would have liked to have scored, but if ever a game was about the result, rather than individual glory, then the derby is it.
"It was a great team performance, a fantastic victory which has lifted everyone around the place and that's what counts.
"But it did my confidence a world of good too because we are very attack-minded now and that suits my game."