Kristensen was clear about wanting to leave Leeds after they were relegated from the Premier League last season.
Roma signed Diego Llorente on a fresh loan from Leeds this summer and also snapped up the Dane on a season-long loan deal.
The defender has been training with the rest of the Roma squad in a pre-season camp in Portugal and is happy about the preparations with his new team-mates.
He believes Roma are gradually building up their fitness and admitted that he has felt welcomed by the group, which has made it easier for him to adapt.
The Leeds loanee insisted that his feelings since he joined Roma have only been positive given the way the squad have made him feel part of the group from the onset.
Kristensen told Italian daily Gazzetta dello Sport: “Everything is going very well.
“Clearly, we are working on the physical part, we are slowly growing and getting in shape.
“For me it is certainly a positive to spend as much time as possible with my new team-mates, to feel part of this team which immediately made me feel like I was in a family.
“I was immediately welcomed very well by everyone, from the first day.
“As a result, the feelings can only be very positive.”
Roma do not have an option to buy in the loan agreement with Leeds for Kristensen.