The 34-year-old signed for the Foxes on a one-year deal following his release by Inter Milan, and the Argentine feels that he has joined a team going in the right direction.
Cambiasso told reporters: "I think Leicester City has this winning mentality. When you have been in the Premier League for maybe nine or 10 years, maybe you have another mentality. But you are promoted to the Premier League it's because you have been winning matches.
"It's not possible to change the mentality you had last April or May for a totally different one in August or September. The mentality of my teammates is to win because last year they needed to win most of their matches to go up.
"I like their quality. It doesn't matter what league you are in, it is never easy to win the Championship. The reason they won the title last season is because they have quality."