The Italian marked his last game for the Eternal City by coming on as a second-half substitute and scoring the winner two minutes from time in his side's 2-1 victory against Siena.
Okaka is joining the Cottagers on a six-month loan deal and is relishing the opportunity to link up with Roy Hodgson.
He said: "It (scoring) was a great satisfaction. It was a great joy to celebrate with the fans.
"I wanted to do well because I'm leaving (for London).
"The (Roma) fans have always loved me and I have always tried to work hard.
"Work always pays off and in the last five months I have taken many satisfactions.
"Now I will pack my bags and leave.
"It's normal that I will feel nostalgic for these fans, but I am going there (Fulham) to do well and we will see what happens.
"I have already met (Roy) Hodgson.
"He is a great person and I am going there to learn from him."