Caicedo praised a performance coach and his former manager Pochettino for getting him back on the right track.
“A lot of people around me helped me – Mauricio and his staff. They were with me when I felt like I was not the same Moises,” he said.
“[I asked them] ‘Please help me because I want to show my quality, my football.’ They were with me. I have a person outside of the club who helped me a lot to get the pressure out of my mind.
“A guy I speak to regularly told me, ‘Moises, you are a good player, you can do whatever you want on the pitch with responsibility. Just trust in yourself. If Chelsea paid that [much money] for you, it’s because you are a very good player.'”
New manager Enzo Maresca has begun to make his mark at Chelsea, and Caicedo said of the former Leicester City boss: “He plays like the same system that I played in Brighton. He wants the same.
“He wants me to show my quality, to have good personality, to show to my team-mates that I am the boss on the pitch.”
Liverpool agreed a £111m deal with Brighton for Caicedo before he chose to join Chelsea, a move he attributed to the Blues’ sustained show of interest.
“Chelsea was with me for a couple of months. I could not miss out on them. Because they were with me in tough moments when Brighton didn’t want to let me go,” Caicedo added.
“It was a difficult decision but, for sure, 100%, I knew I wanted to go to Chelsea.”
Chelsea face Real Madrid in their final US tour match in Charlotte on Tuesday evening (00:00 BST Wednesday) before returning to face Inter Milan at Stamford Bridge on Sunday.