The Dutch star moved to the Camp Nou this summer but his early months at the club have been overshadowed by the departure of Lionel Messi and disappointing results that have left manager Ronald Koeman under pressure but he insists that he "would never regret" joining the Catalan club.
Depay told ESPN Netherlands: "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.
"Despite results, I'm really happy at the club.
"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."
Depay's team-mate at club and international level Frenkie de Jong is also optimistic that Barca can have a strong season despite their poor start.
De Jong said: "We're not in a rut. The results are bad, no one can ignore that.
"You can note a negative feeling around the club, which makes sense when you have bad results at a club like Barcelona. I'm disappointed, but I'm not down.
"It's good we have the break now, if we go back to Barcelona games after the international games I think we could return to normality.
"People are exaggerating when they say the season is already a write-off. We don't have that many fewer points than Real Madrid and Atletico Madrid, and there are a lot of games left to play.
"So, nothing is lost, not at all. We started badly in the Champions League, but we still have every chance [of qualifying for the last 16]."