The Brazilian youngster has impressed since his big-money summer move from Internacional, but all of his four goals have come in Europe.
He admits it has taken him time to get used to the English game but feels every match will make him a better player and is pleased with how things have gone in the early stages of his Stamford Bridge adventure.
"I feel as though I have settled in well in the league as well, even if all my goals so far have come in the Champions League," Oscar said.
"We're playing well in both competitions and the most important thing for me is that I'm adapting myself to Chelsea.
"I have to keep that process going, keep getting used to my team-mates and, in the Champions League and the Premier League, I can do better.
"It's a very different sort of football in particular and it does take some getting used to.
"These are my first experiences in English football so, naturally, there is a process of adaptation as I get used to the different environment, but I am pleased with everything so far.
"And every game I play I get more used to it so I know I will keep getting better."