The Argentina striker left Real Madrid in the summer for Italy.
He said: "Naples is an incredible city where football comes first, followed by everything else. For someone like me who loves this sport, it is a wonderful place, because they live for football.
"Thank God they loved me straight away, as the Neapolitans are very passionate and I find that enchanting.
"I had spoken to Pocho Lavezzi and Hugo Campagnaro before coming here, but I realised the Neapolitans are similar to Argentineans. Plus they have Diego Maradona in their hearts and that means they'll always have a special affection for Argentineans."