The Germany international, who signed for a club record transfer fee of a reported 32 million euros (24 million pounds), admitted he had wanted to remain at the English club.
"I wanted to stay but the last weeks or last month I tended towards changing something because I wanted to do what is fun for me and that is to play football. I could only do it briefly at Chelsea in the past weeks," he told a news conference.
The speedy winger, whose contract at Wolfsburg runs to 2019, joined Premier League leaders Chelsea in 2013.
But after helping Germany win the World Cup last year the 24-year-old failed to earn a regular first-team place at Stamford Bridge this season.
Schuerrle struggled for form and fitness and Chelsea manager Jose Mourinho opted to play Oscar, Eden Hazard and Willian just behind central striker Diego Costa.
"I will never regret this (Chelsea)," he said. "I still love this club, the staff are amazing. I developed my game, I improved myself there. I was a different player when I came to Chelsea. It helped me a lot."
Expectations are high for Schuerrle at Wolfsburg following the big-money transfer, which sports director Klaus Allofs rushed to defend.
"We want to improve the team step by step. When you get a chance to sign a player, a World Cup winner like Andre who has already proved his worth in the Bundesliga, then you have to do it.
"The financial aspect has been made into an issue but an engagement of this size makes sense. I don't think we are breaking the bank if you look what is happening around Europe."
Wolfsburg, enjoying the financial backing of car maker Volkswagen, are second in the table, eight points behind leaders Bayern Munich who they thrashed 4-1 at home on Sunday.
($1 = 0.8728 Euros)
(Reporting by Karolos Grohmann; Editing by Ken Ferris)
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