The 24-year-old signed a four-year contract on Saturday for an undisclosed fee with the top flight side.
He played on loan at relegated Premier League side, West Ham last season, scoring eight goals in 23 appearances for the Hammers.
"Many clubs were reportedly interested but only Lokomotiv Moscow came with a concrete offer," Nsofor told BBC Sport.
The forward endured a mixed season in England, suffering relegation with a side for whom he scored five goals in five days in January and February following an FA Cup hat-trick against Nottingham Forest.
"I have played in Italy, Spain and England but Russia provides a different challenge and I am totally braced for it.
"The life of a footballer comes with challenges every day - I see this as another opportunity to experience a different country and league."
The highly-regarded Nsofor, who turned 24 in March, has already been capped 38 times, scoring eight goals, and he appeared twice for his country at the 2010 World Cup.
The Nigeria international spent three seasons at Chievo Verona before joining Inter Milan in the summer of 2008.
He played just a season with the Italian champions before loan spells at Spanish side Malaga and West Ham United.
He became a free agent this month and says he is delighted to have completed the move to a club that once paraded his compatriot, West Bromwich Albion forward Osaze Odemwingie.
"There is no point dreaming or waiting for speculations to become a reality, so once Lokomotiv spoke with my representatives - we had to listen," said Nsofor.
"The club is ambitious, they have a great plan and I want to be a part of the success story.
"I will give my best and hopefully that will compliment the efforts of others to make it a successful time in Russia and Europe.
Having begun his career with Nigerian clubs Plateau United, Kwara United and Enyimba, Obinna moved to Italian side AC Chievo Verona on a five-year contract in 2005.
He has played for Nigeria at under-20, Olympic and senior level, winning the 2008 Olympic football silver medal.
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