The Argentine striker joined Leicester from Brighton and Hove Albion in a deal believed to be worth £8million in July.
And he has so far justified Leicester's decision to spend club-record outlay to take him to the King Power Stadium, scoring three goals in four league appearances.
Ulloa netted the winner as Leicester beat Stoke City 1-0 last weekend to secure their first top-flight triumph for 10 years.
Few would have expected the 28-year-old to make such an impact so quickly, however, the former Almeria man is keen keep to surprising people.
"This year I said to Brighton I would not stay because I had a very important chance and I did not know if it would come again," Ulloa told the Daily Mail.
"Because I came from the Championship, maybe people did not expect this from me.
"But I am a striker and I work every day for that. Now I need to work more because I want to continue to score goals and help the team."
Leicester have performed well in the Premier League so far and have five points to their name.
But Ulloa knows Nigel Pearson's men will need to be at their best in order to avoid coming unstuck this Sunday against a Manchester United team that hammered QPR 4-0 last weekend.
"We need to have the ball because when United have it, it's very complicated," Ulloa added.
"I watched the first half against Queens Park Rangers - and [Radamel] Falcao was only on the bench."
