"I just need to do my job and be professional as I came here on a mission, " he told the BBC. "The club was a good club but on the way down. Now we are on the right way.
"It is very exciting when you are creating something, especially at Chelsea. Here you need to create and win. When we lost in the cup it was like a funeral. It is a big challenge for me and one that makes me happy.
"We have fantastic players and fantastic staff. We are also playing good football, exciting football."
While Grant believes Bolton will dig in at Stamford Bridge, he feels Wigan could give Manchester United a scare.
He added: "We will never give up. No-one thought of us as a candidate in the title race.
"Now only goal difference separates us from United. I know it will be difficult for them at Wigan."