Kjaer, who has previous experience playing in Serie A with Palermo, joined Wolfsburg last summer with a reputation as one of Europe's hottest defensive prospects.
However, despite playing 34 games in his debut season in the Bundesliga, Kjaer struggled to adapt to German football, and was caught wanting on several occasions.
And the Danish international's torrid time at Wolfsburg finally came to an end last Wednesday, when Roma sealed a deal to bring him to the Stadio Olimpico on transfer deadline day.
With Kjaer in line to make his Roma debut this weekend as the new Serie A season gets underway, Kjaer has expressed his disappointment at being unable to make his mark in the Bundesliga.
"Wolfsburg was a big experience, but it did not go well for me or the rest of the team," Kjaer told Il Corriere dello Sport.
The 22-year-old also expressed his dislike of German football's focus on individuals, and revealed he was immediately ready to leave the Volkswagen Arena after learning about Roma's interest in him.
"In Germany, it's about the individual, you have to rely on yourself, unlike in Italy where you can trust your team-mates.
"It [German football] is not my kind of football.
"There was a project at Wolfsburg but if failed, and when I heard about the chance to come back to Italy and play for Roma, I took it."
Roma kick off their Serie A campaign at home to Cagliari on Sunday, and Kjaer is just one of many new faces in line to make his league debut for the Giallorossi, including the likes of Bojan, Gabriel Heinze, Jose Angel and Miralem Pjanic.