The 33-year-old Portuguese took over from Carlo Ancelotti in June, having led Porto to a league and Europa League double last season.
"He's come in and, really, from day one, he's been on the ball and on the button with us all. So we're all intrigued to see what he can bring over the next few weeks," said Terry.
"One thing I've really been impressed with is the training side of things. We've done an awful lot of ball work, but I've been really impressed and everyone seems to understand the way he wants us to play.
"Andre is a modern manager. The thing that impresses me, he understands the players. He's not old school," he added.
Chelsea begin their Premier League campaign on Sunday, August 14 away at Stoke City.