The 22-year-old moved from Manchester City in the summer after the obligation to buy clause was triggered in his Premier League contract.
He said, "It's good. It's enjoyable. It's tough, obviously, it's a different experience to the Championship but I'm learning.
"I'm trying to learn quickly and I'm enjoying it. Yeah, there's a reason why they're (opposition players) playing in the Premier League. They're all top players.
"You get punished for mistakes. But no, it's enjoyable and I'm learning and I'm working hard to get better.
"With every game, I'm just trying to do better than I was yesterday and be better tomorrow. It's the same with everyone though.
"Obviously, you've had a tough run of results and you're just trying to work on yourself, making yourself a better player and hopefully helping the team.
"There's always room for improvement. We've just got to keep believing in what the manager wants us to do and the characters in the group.
Southampton sit 19th in the league, joint on points with bottom placed Wolverhampton Wanderers. Harwood-Bellis opened up on the team’s mentality which he says has not dropped despite the disappointing start to the campaign.
"We've got some good characters in there. We'll keep our feet on the ground, keep our heads screwed on and keep working hard.
"That's all you can do. (The atmosphere in the group) is the same as always. There are no roller coasters.
"Whether we lose on the bounce or win on the bounce, we're not going to get too low or too high.
"It's maintaining the same mentality of getting better. All you can do is get better and be better in the next game, be better in the next training session.
"That's the mentality that the manager gives us and I think it's embedded now. So, that's not going to change."