The 28-year-old striker completed his move to Saint Mary's from Feyenoord on Saturday afternoon to reunite with former manager Ronald Koeman, despite interest from fellow Premier League side Leicester City.
"I had some teams interested in me, but this is going to be the best choice for me because the club wants to keep improving every year," Pelle is quoted as saying by the Daily Star. "The talks between us were only short in terms of how long it took to convince each other because I was pretty sure that, for me, this would be a great step.
"Koeman and I worked together for two amazing years at Feyenoord, and I hope that it will be the same here. There are many good things about this club other than the trainer. The Premier League is amazing, and Southampton is showing year-by-year that it wants to improve.
"Last year, everyone in Europe was impressed by the performances of the team, and it's clear that the club is growing. It's great to be here."
Pelle scored 52 goals in his two seasons under Koeman at Eredivisie side Feyenoord.