The Colombian international was linked with a number of Europe's biggest sides, but he eventually left Atletico Madrid for last season's Ligue 2 winners.
"Many people think that coming here may be an error and perhaps they are right. But when we win a trophy, I'll know it was the right decision," PA quotes him as saying.
"Choosing a club that isn't in Europe may have surprised some people but we want to be in the Champions League next season. That's our motivation."
Falcao scored 70 goals during his two seasons with Atletico.