"He's making good progress and is proving that we did well to recruit him," said coach Bruno Genesio, after Lyon stumped up an initial fee of 16 million euros ($17 million) to prise him away from Old Trafford.
Ahead of Friday's trip to Bordeaux in Ligue 1, the 23-year-old appears equally as happy with his new team-mates and surroundings but knows there is plenty more to come.
"Even if I scored twice against Metz, I think there are things I could have done better but I'm progressing. It's just the second time I played 90 minutes. I'm not at my best level," admitted Depay.
The Dutchman represented Lyon's lone acquisition in the January transfer window, the club's Champions League group stage exit underlining their failure to bolster the squad the previous summer.
While still holed up in a hotel, Genesio praised the way Depay has blended into the squad and lauded his attitude off the pitch, with the winger also starting to come to grasps with the language.
"He's not shy, he's someone who approaches the others. This makes things easier in terms of human relations. We're noticing his progress over the past few matches even if there are still things to improve. We haven't seen his true self yet," said Genesio.
Goalkeeper Anthony Lopes hailed Depay's impact in the short time he's spent at his new club, marvelling at his contribution for someone who featured sparingly under Jose Mourinho at United.
"He's adapting easily to our style of play and he has incredible athletic ability. He's a great player," purred Lopes.
Club president Jean-Michel Aulas, not one to mince his words, also gushed about his latest signing who he hopes will enable Lyon to once again challenge for top honours in France.
"His personality is a huge surprise, everyone tells me that he's really nice guy and a boy who is pulling the club towards the top," said Aulas.
Depay's social media standing, with just over one million Twitter followers, attracted Aulas as well, in the same way that snapping up US women's star Alex Morgan on a six-month deal helped boost the club's global profile.
Paris Saint-Germain will undoubtedly have one eye on next Wednesday's return leg away to Barcelona in the Champions League last 16, but Unai Emery's side must first take care of business at home to Nancy on Saturday.
Despite losing leading scorer Alassane Plea for the rest of the season to a knee injury and with Mario Balotelli struggling for form, Nice are hanging tough in the title race.
Lucien Favre's men remain three points off the pace, alongside PSG, and will have Balotelli back from suspension for their trip to Dijon.
Leaders Monaco maintained their free-scoring ways with a 4-3 win over Marseille in the last 16 of the French Cup on Wednesday and will unleash their vaunted attack on mid-table Nantes on Sunday.
While teenage starlet Kylian Mbappe scored one goal and set up another at the Velodrome, Radamel Falcao was rested with several crucial fixtures on the horizon and will likely return at the weekend.
Fixtures (all times GMT)
Bordeaux v Lyon (1945)
Paris Saint-Germain v Nancy (1600), Bastia v Saint-Etienne, Caen v Angers, Dijon v Nice, Metz v Rennes, Montpellier v Guingamp (all 1900)
Lorient v Marseille (1400), Toulouse v Lille (1600), Monaco v Nantes (2000)