Amalfitano, who has scored twice in four league games, has stated that he wants to maintain his good form.
"It is always a pleasure to arrive and be able to perform well straight away," the Frenchman told West Brom's official website.
"I got a really good feeling as soon as I arrived at the stadium and I could feel the support from the fans. I needed to do my best to thank them by doing well on the pitch.
"I have progressed in my career because I have learned from each club I have played for - and Marseille is a big club. But at the same time playing in England is different as well, and I have to prove myself again to everyone. My move here is a continuation of my career. I'm having to perform at my best as a professional."
Amalfitano has won one international cap for France.