However, after being relegated with the Hoops, he eventually moved to St James' Park in a loan deal in August.
"I regret nothing," he told The Mirror. "I decided to join QPR in January, but it was my choice to join Newcastle after QPR went down.
"I was happy to see Newcastle come back in for me, so now it is down to me to do my best for the club because they wanted to sign me twice. The manager is very close to me. He speaks to me a lot when he feels I am not concentrating in training and I feel I can progress a lot working with him."
Remy, who has scored five goals in his first five appearances for the Magpies, added: "I am really enjoying it at Newcastle, but what happens next I don't know. For the moment the question of staying beyond my loan period is not in my head - it is a good question, but we have time to decide."
Newcastle paid QPR £2m up front to have Remy for the 2013-14 season. The Tyneside club have the option to sign the player on a permanent basis for a further £6m.