The 27-year-old stopper has shipped 20 goals in six games since coming into the side, including six at Manchester City in the Capital One Cup semi-final first-leg.
And despite the daunting prospect of facing the Premier League leaders again in the second leg on Tuesday night, the Spaniard insists he has no regrets over moving to England.
"I have fallen in love with London," Adrian told The Sun.
"Everybody looks at a keeper after big defeats but all the lads and the fans have been brilliant."
The former Sevilla 'keeper has won the praise of boss Sam Allardyce despite the Hammers suffering a poor run of form.
With just one win in their last eight in all competitions, the pressure is mounting on Allardyce to turn things around, but Adrian had nothing but positive things to say about his manager.
"I'm so grateful for the gaffer's kind words - and faith in me," Adrian added.
"He flew to Seville in the summer to speak to me personally and persuade me to sign. That's why I came here.
"I'm sure we can lift ourselves up the table after tonight's cup game."