Mel was appointed by Albion on Thursday, 26 days after Steve Clarke was dismissed at The Hawthorns.
The Baggies are sitting just three points above the relegation places in the Premier League after the 1-0 defeat to Southampton on Saturday, and Vydra reckons the Spaniard faces a massive challenge.
But Vydra is backing Mel to succeed in his new role, after he led Real Betis to a Europa League spot last season.
"I have not spoken to the new manager as he comes on Tuesday for the first training," Vydra said.
"He was at Real Betis and the last year I think he got them into the Europa League, so he is a good manager.
"He is Spanish and plays with a European style, so I am looking forward to playing under him.
"We don't have a lot of time to prepare and we need to win the next game. It is most important."