The Scotland international, who scored 28 goals last season, completed his move to the Cottagers from Leeds United last week.
The 27-year-old told Sky Sports News: "There is no pressure on me, the only pressure is to score goals, the price tag is irrelevant. You are only worth what someone is willing to pay for you. I will try my best and hopefully that will be good enough.
"It's a different team and a different city but I will still be playing football and hopefully it will be a successful season."
McCormack made his debut for Fulham in their pre-season friendly win over Motherwell yesterday.