Bridge joined the Sky Blues soon after scoring the winning goal in Newcastle Jets' grand final victory over Central Coast Mariners in 2008.
Bridge also helped Sydney win the A-League championship in 2010 by scoring against Melbourne Victory in the grand final.
He remains the only player to score in two grand finals.
After four seasons in Sydney, Bridge asked for his contract to be mutually terminated and he signed for the competition's newest club.
"I think I got into a bit of a rut at Sydney FC and I needed a new challenge," Bridge said after training in Blacktown.
"I was getting too complacent and too comfortable because I wasn't being challenged.
"Maybe I was not doing the right thing at training or off the pitch but it affected my performances.
"I've got no doubt that this is the smartest move I've made.
"Don't get me wrong, I enjoyed my time with Sydney.
"There are a lot of good people at the club and I made a lot of good friends there which I will keep for the rest of my life, but that part of my career is in the past now.
"This is now a new chapter in my career close to home and so far it has been excellent."
Bridge said he could look back at his four seasons with the Sky Blues with mixed feelings.
"It was a bit of a roller-coaster, we had good and bad moments," he said.
"We had a lot of injuries and a few form slumps, but on the other hand there also was the championship."
Bridge said he and his teammates were looking forward to the weekend derby against Sydney, which will be the city's first in the A-League's history.
"You can't say it's not going to be special," he said.
"It's the first ever Sydney derby and a massive moment for football in Australia.
"Hopefully the match will lead to a big rivalry that will last for a long time.
"The atmosphere that Sydney had at their home game with Alessandro Del Piero was brilliant.
"Our first home game was also brilliant ... we had 10,000 very vocal and supportive fans.
"The derby is already a sellout and it's going to be a great game and very exciting.
"I feel privileged to be part of it.
"I'm a western Sydney boy and a Western Sydney player representing my area."
The Wanderers have yet to open their scoring account this season after a goalless draw with Central Coast Mariners and a 1-0 loss to Adelaide United.
Yet Bridge is not losing any sleep over his or the team's failure so far to find the net.
"Look, we are creating chances and sooner or later they will go in," he said.
"If we weren't creating opportunities then we'd be worried.
"The important thing is that we are competitive."
So would Bridge give an arm and a leg to score the winning goal against his former club?
"Let's just say to score would be great, excellent," he said.
"But to be honest winning the game would be even better.
"It would reward us for all the hard work we have put in during pre-season and we feel that we are getting very close to clicking.
"I've got nothing to prove to Sydney FC.
"If I had to prove anything now it is to my teammates and coach."