The Brazil international, who signed for PSG from the Blues in 2014, re-joined the West Londoners for a reported fee of £34million on transfer deadline day.
Luiz made his second debut for the club in Friday night's 2-1 home loss to Liverpool and admits it was a good feeling to be back in England's top flight even if it was a disappointing result.
"I am very happy to be back playing these sort of games, the best games in the world," he toldChelsea TV.
"But I am just a bit sad because I didn't start how I wished.
"Now I am looking forward to the other games, they never stop. We need to improve, we need to do better to win games."