Sigler, 31, is known for her roles on TV's "The Sopranos," "Entourage" and "Guys with Kids."
"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.