Derbyshire is set to feature in the Greek Cup final this weekend and he told the Daily Mail: "It's been the most fantastic experience.
"How many English players have gone abroad to play for a massive club like this? I jumped at the chance. Even if I came here and didn't score any goals, I'd have looked back and said: 'Well, at least I did it, I went and played abroad in my career'.
"But I'm really happy with how everything's gone. I've scored six goals and hopefully I can make a contribution to help us win the Cup. I could be going home with two medals. I think the last time I won anything was in Sunday League football."
The England U21 international added: "I knew Olympiacos were a big club.
"I knew they'd played in the Champions League and had big players like Rivaldo in the past but I suppose I didn't realise quite how big until my first day, with all the media attention at the airport.
"People were coming up to me to tell me what it meant to play for the club. They've got so much passion. They told me to wear lots of red and never wear green because that's the colour of their rivals Panathinaikos."