The Czech defender has moved to the North East on a season-long loan, becoming Paolo Di Canio's 10th signing of the summer.
Trabzonspor, Celustka's parent club, qualified for the Europa League by reaching the Turkish Cup final, but Celustka says that playing in the Premier League is better than playing in the Europa League.
He told idnes.cz: "Every match against clubs from the top of the Premier League table is like the Champions League.
"The whole world is following this competition and together with the German Bundesliga, they are the best leagues in the world."
Despite interest from other clubs, including Crystal Palace and Lokomotiv Moscow, Trabzonspor opted to loan him to the Black Cats, and Celustka feels happy with the whole situation.
"In the first training session he (Di Canio) automatically put me at right-back and I had a good feeling about it," he added.
"He wants me to get used to the team as fast as possible.
"They are regular members in the Premier League. So far from what I have seen, the facilities are on a high level and the stadium is beautiful.
"They have about 40,000 fans attending every match and so far Sunderland have made the best impression on me."
Celustk has already picked out the fixtures he is looking forward to, including the Tyne-Wear derby.
He said: "Someone has already informed me that, for the fans, it's an even bigger match than against Manchester United.
"There's just 20 minutes between the two cities and the atmosphere is amazing."