Wilson admitted it was hard to leave his boyhood club, but said the chance to play in the Sky Bet Championship was too good an opportunity to miss out on and is confident he can perform at that level.
The striker, who signed a four-year-deal, told the club's official website: "It was a massive decision.
"I had to think about it for a while because I grew up in Coventry, supporting Coventry and all my friends and family are from there.
"It was a big decision to move down here but it's one I'm going to grab with both hands now. I'm a Championship player so I am looking forward to playing next season.
"Last season has gone so it's about me trying to replicate that. I think if it's in League One or the Championship it doesn't make a difference - if you're good enough you can do it.
"Hopefully I'll be showing the fans I am good enough to be doing it and scoring as many goals as last season."
Wilson scored 22 goals in 41 games for the Sky Blues last season and has arrived at Bournemouth as a replacement for Lewis Grabban, who was recently sold to Norwich.