The 21-year-old has scored four goals in as many matches in the Champions League and has also been in impressive form in the Premier League.
"It's a pleasure to play for a team which attacks like this. I'm Brazilian, so of course I like playing this style of football a lot," he is quoted as saying by The Mirror.
"It makes me happy to be playing in a team that plays this way, and to be at a club that wants to play the type of football that I enjoy playing. That's very important to me.
"This is my first experience in English football so naturally there is a process of adaptation as I get used to the different environment."
"But I'm pleased with everything so far. And every game I play I get more used to it, so I know I will keep getting better," said the Brazil international.
"I feel my relationship with Juan and Eden is growing with every game we play together, as we get used to each other.
"You can feel it improving with every game that passes and every time we play together it feels like we understand each other more. Hopefully there is more to come."
Oscar joined Chelsea from Internacional in the summer.