The Brazil international has played six times for the Rs since arriving from Inter Milan over the summer, but is yet to finish on the winning side.
The west London outfit are currently rooted to the bottom of the Premier League but the 33-year-old insists he made the right choice and is focused on improving his performances.
"I am unhappy with my performance since I arrived here," he told The Sun.
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"But I'm not sorry about my choice to join QPR. I just want to show the supporters the Julio Cesar who played well for Brazil and Inter Milan. This is my dream.
"It's incredible that still we do not have one league victory. I am convinced we are not a bad team but bad luck has touched us."Cesar also claimed he is settling into life in London with ease and compared the passion for football in England to that he experienced in South America.
"I love the atmosphere in the grounds, there is so much passion," he said. "The English fans suffer with their football just like any Brazilian or Argentinian.
"The sport is a religion here and that's why I accepted the challenge to play here."