The Brazil international, who moved to Stamford Bridge in the summer, made an early impact in his Blues career by netting an impressive brace against Juventus in the Champions League last month.
"It's been pretty cool, I'm still adapting, especially regarding the language, since I don't speak English very well," Sky Sports News quotes Oscar as saying. "I am taking classes to improve.
"It's a big European club, they have received me very well. It's a club that you usually don't want to leave, especially because of their importance in Europe. I hope to stay here for a long time."
Meanwhile, Chelsea currently sit at the top of the Premier League table with 16 points.