The German winger completed a £24m move to the Bundesliga on deadline day, allowing the Blues to bring in Fiorentina’s Juan Cuadrado.
And Schurrle has admitted he was afraid the two clubs would not agree a deal even though personal terms were sorted.
The World Cup winner said: “Towards the end, everything did draw out somewhat, which was stressful for me and really frayed my nerves.
“Now I am finally at VfL Wolfsburg and I am very, very happy about that.
Everything did draw out, which was stressful for me.
“It wasn’t my first transfer, so I was aware that these things can take longer than expected before all parties have agreed on the terms.
“That considered, I was a little tense, because I really wanted to make the move to Wolfsburg.
“Despite that though, I was always pretty convinced that it would work out in the end.”
By Phil Wellbrook