The 35-year-old centre-back has signed from PSG.
But speaking after the Blues win over Brighton on Monday, Manchester United great Neville admitted he had doubts the veteran could thrive in England at his age.
He said on Sky Sports: "Again, it's an unknown. 35 [years old], 36 next week, played in the French league now for a number of years.
"The intensity in the French league is nothing like our league. That's not to say Paris Saint-Germain are not a great team, they just got to the Champions League final, but you're talking about the Premier League.
"Particularly the intensity of this Premier League season, it's compact.
"It'll be a massive challenge for him in terms of the amount of games, the speed of football compared to what he's been used to. It'll be a step up in that respect."