The 38-year-old has been named on the bench for the newly promoted club's clash with Verona and will be hoping to make an impact after completing a move on deadline day.
Cremonese have made a strong start to the season, winning both of their Serie A fixture so far - including a 2-1 opening day victory at AC Milan.
"I’m settling in really well and just can’t wait to get going now," Vardy told DAZN.
"It’s all about match days and wanting to pick the results up, so now it’s about just knuckling down when I get given the opportunity, helping my teammates out as much as I can, and hopefully chipping in with some goals."
Watch the full interview on DAZN
The Englishman spent 13 seasons in England with Leicester, scoring over 100 Premier League goals and winning both the league and FA Cup.
A new challenge awaits in Italy, though, which is something Vardy is keen to be a part of.
"Every week, it’s not about who you’re playing against, it’s what you do as a team and that’s what we’re
just going to concentrate on.
"They’re all going to be difficult. Everyone wants to get three points. I might have to adapt slightly, but it’s something that I’m looking forward to doing."
Vardy could make his debut from the bench in Cremonese's clash with Verona.