The highly-rated 21-year old joined the Ligue 1 club this summer from rivals Monaco, despite reported interest from the Premier League champions.
Mendy, who plays in a defensive midfield role, had one year remaining on his contract with newly-promoted Monaco, but he has backed his choice to make the switch.
"I chose Nice and I think it was the right decision," he told L'Equipe.
"I preferred Nice because the coach talked to me and I liked it. I didn't hesitate."
When asked about an agreement with David Moyes' side, Mendy was quick to dismiss the suggestion.
"No, there is nothing, nothing at all," he said.
"I aim to join the Under-21 national team. I need to have a series of good performances for the club."