Sigler, 31, is known for her roles on TV's "The Sopranos," "Entourage" and "Guys with Kids."
Dykstra, 23, is the son of New York Mets and Philadelphia Phillies star Lenny Dykstra.
"So this just happened," Sigler said in a message posted Monday with a photo of herself, looking shocked and showing off her new ring, while her fiance grins.
"She said yes!!!" Dykstra separately tweeted.
People.com said the couple have been together for about a year.