Within weeks of his move from Bolton Wanderers, boss Andre Villas-Boas was sacked.
Cahill, 26, admitted: "It was a tough first month for me at Chelsea because there was a lot of stuff going on at the club and I'd hardly played for Villas-Boas when he went.
"It was weird. The manager had been scouting me and he obviously liked me because he had made the decision to bring me to the club. So it wasn't exactly ideal when he got the sack a few weeks later and naturally you worry when that happens.
"When things aren't going well, there's usually a reason for that. There were a few things going off at the club that were a bit strange and I just landed in the middle of it all.
"It was difficult enough adapting to a new club, selling my house in Bolton and living in a hotel. But there was a never a time when I thought I shouldn't have made the move because it was such a big opportunity for me."