The striker, who spent last season on loan at Newcastle United, had been linked with moves to Liverpool and Arsenal earlier in the summer, but joined Chelsea last weekend.
The French international told the Daily Star: "In my head, I quite wanted to stay at QPR, but I did not hesitate one second to many reasons, for my room for improvement, for my confidence, in terms of level of demand and Chelsea is one of the best clubs in the world. I'm happy to have signed for a club like this.
"I know I'm not going to be the first striker, but nothing is set. I have goals. By signing here, I did not say it was to stay on the sidelines. I will try to move up alongside great players. The rest will happen naturally."
Remy scored the only goal in France's 1-0 win in a friendly against Spain earlier this week.