"At the beginning, I felt the pressure," admits Caicedo to chelseafc.com. "In my mind, I wanted to show my best football and why the club paid the money for me.
"After that, I started to speak with people who helped me understand that if Chelsea signed me it's because I am worth it. I have kept on playing and I know I have to show my best on the pitch.
"Of course, I haven't played every game well and it was tough at the beginning, but now I feel good and feel I am helping the team. I am only thinking about the game and not what people are saying about me."
On his current form, Caicedo added: "Personally, now I am feeling good. I can see my gains and I am playing better and helping the team. That is important for me because when I don't play well, I get frustrated.
"It's my first season at Chelsea so it's normal that it took some time and I am learning in every game."