Gordon became the most expensive keeper in British football when he joined Sunderland for £9million this week.
He said: “As soon as I started speaking to the media, everyone said the same thing about the old joke about Scottish keepers.
“Hopefully, I can change that. The fee doesn’t worry me. They are going up all the time and just because it is a keeper, people make a lot of it.
“It won’t be long before there will be signings which are bigger than this.”