The seven-time world champion’s move to Ferrari was announced last week in one of the biggest shock announcements in F1 history.
“I’m fine, I’m calm, we’re working for the future but above all, for what that we have ahead of us,” Sainz told Sky Sports.
“[It’s] a very important year, my last year with the team and I want to do the best I can. I’m training to prepare as best I can and give everything.”
Though out of the drive at Ferrari, the two-time race winner will be a key player in what is expected to be a vibrant driver market.
Only Ferrari and McLaren have their driver pairing locked away beyond the coming season, leaving a number of high-profile seats available.
Despite the uncertainty surrounding his future, some of which he claims to have anticipated, the 29-year-old remains focused on the coming campaign.
“No, it didn’t disappoint me,” Sainz said.
“Experiencing Ferrari from the inside, I already knew several things and I prepared myself with the team in view of future changes.
“As I said, however, I don’t want to think about anything other than how to give my all this season for Ferrari.
“Knowing that it will be the last year with a team is not the most normal thing to start a new season but as soon as I put on my helmet in Bahrain and get on the track, you can be sure that I will only think about going as fast as possible.
“And if there is the chance to become world champion I will try to take it.”
Ferrari will launch its car on February 13 before all 10 F1 teams head to Bahrain for pre-season testing on February 21-23.