The 24-year-old signed a five-year deal at Signal Iduna Park back in June after scoring 22 Serie A goals for Torino last season.
Despite Dortmund's slow start to the new campaign, Italian international Immobile has no regrets over his move to Germany.
"Borussia Dortmund was the best solution for me," he told Corriere dello Sport. "I wanted to have an experience abroad and in the Champions League. Then there are the fans - it was said they always supported the team, but I didn't think like this."
Immobile has scored three goals in nine games for Dortmund so far this season.