Cesar has made six appearances for the Hoops since joining from Inter Milan in the summer and is yet to experience a win with his new club.
Mark Hughes' men are rock-bottom of the Premier League and in desperate need of success heading into Saturday's London derby against Arsenal.
Despite their predicament, 33-year-old Brazilian Cesar says he is not sorry he made the move to Loftus Road, but feels his own performances need to improve.
The keeper, who scored an own-goal in last weekend's draw with Everton, told The Sun: "I am unhappy with my performance since I arrived here.
"But I'm not sorry about my choice to join QPR. I just want to show the supporters the Julio Cesar who played well for Brazil and Inter Milan. This is my dream.
"It's incredible that still we do not have one league victory. I am convinced we are not a bad team but bad luck has touched us."
Regardless of QPR's winless start to the league, Cesar insists he is enjoying life in the English top-flight.
"I love the atmosphere in the grounds, there is so much passion," he said. "The English fans suffer with their football just like any Brazilian or Argentinian.
"The sport is a religion here and that's why I accepted the challenge to play here."