The Serb, 44, replaced axed Delio Rossi last week after the club had slipped towards the foot of the table.
Gabbiadini, speaking to Il Secolo XIX said: “I’m very happy with him.”
“He’s a very direct guy and I really like people like that.
“He’s a really prepared tactician and he quit playing not that long ago. He knows how to put himself into our shoes and that says a lot.”
Mihajlovic looked to have led his new side to a debut victory at the weekend against Lazio until a 94th minute equaliser by Lorik Cana made it 1-1.
“We were blown away by that goal 10 seconds from the end,” added the forward, who is co-owned by Juventus.
“In my opinion, however, I think we offered an excellent performance.
“That display is significant as it allowed us to leave a complicated situation behind us.”
Sampdoria face a difficult trip to Inter this weekend.