Apart from Montpellier, Greek side Olympiakos were also very keen on the 24-year-old midfielder.
He was eventually sold to the former French Ligue 1 champions, and he reveals that he's already feeling at home at his new club.
"Several teams were interested in me, but Montpellier was my first option," Dolly told the club’s website.
"I knew MHSC (Montpellier) when they were French champions in front of PSG in 2012."
"I also know that very great players have played here like Eric Cantona and Olivier Giroud, who currently plays at Arsenal," he continued.
"I am convinced that Montpellier is a good club to make me progress, and I am very happy to have made the decision to come here."
The South Africa international has also stated that at first he had to acclimatise to life in France, but he's pleased to have finally found his feet in Europe.
"I started to discover the city. It is a very nice place," Dolly said.
"Currently it is full summer in South Africa. So, when I arrived here I was feeling a little cold, but I was told that there was a lot of sun in Montpellier so it reassures me a little (laughs)."
"More seriously, I feel well since I arrived. I settled down well, the technical staff, my crew and the club welcomed me with open arms," added the diminutive winger.
"I am very happy to be part of this club, which seems to be a family, and live my dream to play in Europe," Dolly concluded.