The 23-year-old joined the Welsh outfit from Maribor in the summer, but he has yet to start a competitive match for the club.
"It is true that I have played less than I expected. When I arrived in Cardiff, it was all excellent. I played in all the matches before the start of the season, I scored a goal at Newcastle United, but then it all changed," Velikonja told Sportal.
"When I got back from Slovenia duty, I moved to the bench. I cannot be satisfied but my position is not alarming yet. I'm training good and I'm progressing. The club says that they are happy with me.
"I believe that I will soon get a chance. When I get it, I'll take it. It is not always the way you want it, but I do not lack self-confidence. I know that I will succeed."
Cardiff currently sit top of the Championship table.