"Ni tsake ngopfu (I'm very happy) that I joined Celtic. I didn't waste time coming here after I was told to come through," Baloyi told The Sowetan.
"The more I play, the more I gain some confidence. That's why I did so well during those seasons at Chiefs and Swallows,” he said.
The central midfielder parted ways with the Amakhosi at the end of last season in an attempt to get more game-time.
"Chiefs wanted to loan me to Celtic, but swilo swa kona a swi fambangi kahle (things didn't go well)," he said, speaking in Tsonga, his home language.
"I will be lying if I say I know what stopped the move. But it has finally happened and I have been welcomed very well," he said.
"I'm sorted with everything, including accommodation, I can just focus on my game,” Baloyi concluded.