The 27-year-old striker, who made the move across West London from Queens Park Rangers in the summer, has been forced to play second fiddle to fellow new boy Diego Costa so far this season.
However, Remy insists that joining Chelsea was something that he simply could not turn down.
"When opportunities like this happen, you can not refuse. It happened late in life," he is quoted as saying by the Daily Star. "In my head, I quite wanted to stay at QPR, but I did not hesitate for one second for many reasons.
"The move was for my improvement, for my confidence, in terms of level of demand. Chelsea is one of the best clubs in the world. I'm happy to have signed for a club like this. I know I'm not going to be the first striker, but nothing is set.
"I have goals. By signing at Chelsea, I did not say it was to stay on the sidelines. I will try to move up alongside great players. The rest will happen naturally."
Remy has made six appearances for the Blues in all competitions so far this season.