Let G = (V, E) be a graph. The function f : V(G) → {−1, 1} is a signed dominating function if for every vertex v ∈ V(G), ∑x∈NG[v] f(x)≥1. The value of ω(f) = ∑x∈V(G) f(x) is called the weight of f. The signed domination number of G is the minimum weight of a signed dominating function of G. In this paper, we initiate the study of the signed domination numbers of Mycielski graphs and find some upper bounds for this parameter. We also calculate the signed domination number of the Mycielski graph when the underlying graph is a star, a wheel, a fan, a Dutch windmill, a cycle, a path or a complete bipartite graph.