The Brazilian attracted interest from a number of clubs with his performances for Sao Paulo at the start of his career before PSG won the chase for his signature.
He arrived in the French capital in January but has shown only glimpses of his exciting potential and has struggled to establish himself as a regular starter.
The 21-year-old concedes that he has found the adjustment difficult, but says he remains committed to making a success of his time at the club.
He told Globo Esporte: "I haven't been able to show everything I can do. I haven't completely adapted to French football, but I am not bad, I 'm feeling well there and I like everything there.
"It's step by step, my father has always said that. Little by little. I have to build my path. I will not lose heart. I will keep my head up."
Moura's slow start at PSG has fuelled speculation that he could possibly return to former club Sao Paulo.
Sao Paulo vice-president Joao Paulo de Jesus Lopes has played down the possibility of a move, but insists the player would always be welcome back.
He told ESPN Brasil: "Sao Paulo doors are open for Lucas Moura to return, but the chances of a return are very tiny."