The 24-year-old striker moved to the league champions in January from Brest and revealed that he has quickly settled in to life in the north of France.
Roux told Ligue1.com: "It's true that this is the most attack-minded team in Ligue 1 and, for a striker, it is great to play for a team that is always attacking.
"Things like the Champions League and our new stadium were in the back of my mind as well. That is why I decided to come here."
The former Lens forward also hinted that he hopes his form for Lille can improve his chances of a call up to Laurent Blanc's France squad.
"It is up to me to prove my worth. I still have a lot of things to prove though and right now I can't start to say that I should be playing for the national team," Roux added.
Lille are currently third in Ligue 1.