The 32-year-old, who moves to Sweden following an injury-hit two years at Blackburn Rovers, told Reuters he had no regrets about leaving England but that he cannot wait to get started at his new club.
"I'm excited, I've got this feeling inside me that I've just never had," he said. "A lot of people said to me 'stay in England'. I've played in England all my career. I wanted something different."
Etuhu had offers from clubs in England and abroad but wanted a change, moving to an AIK side who finished third in last season's Swedish championship.
"(In England) I'm going to play some games, win some games, but I'm never going to win a title. I want to come here and test myself, a different language, different style, different players and real fans," he said.
A regular visitor to Sweden with former Fulham and Blackburn team mate Danny Murphy, Etuhu said winning the title with AIK was the most important thing on his mind.
"That's why I'm here - if it was for the money I wouldn't be here, would I?" he said. "I feel like I'm as fit as the younger ones. I want to feel like I enjoy football and make an impact."
The tough-tackling midfielder has been training at Fulham, for whom he played in the 2010 Europa League final.
Capped 20 times by Nigeria, Etuhu has also played under Swedish coach Lars Lagerback, who led the side at the 2010 World Cup, as well as current England boss Roy Hodgson, who is revered in Sweden following his spell as manager at Malmo.
Etuhu will return to London to celebrate Christmas but is looking forward to getting started in his more chilly surroundings.
"I just want to find somewhere to stay here and get into training," he said.
(Editing by Ed Osmond)
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