The 23-year-old arrived at the club for a world record fee for a goalkeeper of €80 million (A$126 million) from Spanish side Athletic Bilbao as a replacement for Thibaut Courtois, who joined Real Madrid this week.
"I know some players in the current team from the Spanish national side," Kepa told Chelsea’s official website.
"All of them have told me what it's like to play here and I have had excellent references from them about the game here."
Kepa has five compatriots in the Chelsea squad in Cesar Azpilicueta, Alvaro Morata, Marcos Alonso, Pedro and Cesc Fabregas.
"They're all happy, comfortable at the club and encouraged me to make the move and have an international experience, and it's something I felt like doing," he added.
Kepa is likely to make his debut in Chelsea's league opener at Huddersfield Town on Sunday (AEST).