The former Parma and Fiorentina defender moved to San Siro after a year without a club, following his release from the former over unpaid wages, and is already thinking about lifting silverware with his new team-mates.
Inter are ninth in the table, 10 points adrift of a top-three spot, with glory in the Europa League arguably their best chance of qualifying for next season's Champions League.
"It was a difficult choice to leave Parma," Felipe told Sky Sport Italia.
"Parma was my second home. Me and my family were very happy at Parma, but it is a closed chapter.
"I am looking forward to a new journey with Inter. It will be tough, but Inter must look to win the Europa League this season."
