The 34 year-old signed for the Saudi Pro League club last week and said: “I’m very excited to have a new experience.
“I’ve always welcomed new challenges, and this is this is my next one after England and Italy.
"And especially over the last year, the league has grown and grown and grown, especially with the amount of different international players coming into the league. So to be a part of that journey is very exciting.”
The former Manchester United defender also told Al Fayha's media channels how the move came about.
“There was some discussions not long before I arrived, but also speaking to the manager at length in terms of his aspirations in how he wanted the team to play and also the president’s will as well to really push - he was working very hard to make it happen - so I felt all that want and really a desire to be a part of it.
“And having spoken to some other players that recently came here, of their experience, especially with their families settling in, was really positive, and how they were finding the league in terms of each week coming up against totally different teams and strong teams. It was nice to hear that and reinforce that it was the right decision.
“I had some options of where I wanted to go for the next challenge, but this was right at the top,” said Smalling, who is keen to help Al Fayha improve on their ninth-placed finish last term. “And especially after I spoke to quite a few other players who are here, it felt right that this league is really growing.
"So to be able to be a part of that and also to help the club grow and beat the expectations of last season is a good challenge."