Depay joined Barcelona on a free transfer after leaving Olympique Lyon at the end of the 2020/2021 season.
Barcelona have been mired in chaos since Depay joined, leading to the exit of Lionel Messi to Paris Saint Germain.
A 2-0 defeat to Atletico Madrid over the weekend saw Ronald Koeman’s men drop to ninth on the La Liga table and they have also lost their opening two games in the UEFA Champions League.
But Depay is adamant his move is not a wrong one and believes the club will bounce back.
"How could you ask [if I regret the timing of my move to Barcelona]? It's Barcelona. I don't think you understand how big this club is and what it means for a player if you move to a club like this. I would never regret it," Depay said.
"Despite results, I'm really happy at the club," Depay continued. "It's been a difficult time [for the team]. I don't want to talk about that much, but people are acting like the season is already over.
"There are so many games to play. Everything is still open. But as a player, you feel responsible and you take responsibility. You care. Every player takes responsibility at Barca. That's normal for a club like Barcelona.
"We know what the situation is right now. We know it's difficult. [Playing with] young players, a lot of injuries. But I think [it's just a matter of time].
"Everybody is panicking and for a club like Barcelona it's a new situation. They're used to winning everything with beautiful football. This is a new situation, but I am not worried. I'm sure we will turn things around."
Depay has scored three goals and provided one assist in nine appearances for his new club.
