The retired striker was appointed as the Hoops' new boss last week, but with the club not playing for nine days before Saturday's game against Burnley, he has had a good opportunity to learn about his new surroundings.
And Hasselbaink told Get West London that he plans to bring success to Loftus Road for the supporters.
"I'm very happy to be here and very happy to be a part of it. I'll do everything in my power, work night and day, to make them a proud QPR fan," he said.
It has been a turbulent few years for Rangers recently. The joys of two promotions have been largely cancelled out by the anguish of relegations. This season, however, has been much less dramatic.
Hasselbaink's men are currently 12th in the Championship table - having managed seven wins, but also seven defeats to go with their five draws - but find themselves just three points off the play-off places.
This weekend's clash with Sean Dyche's side could prove to be something of a baptism of fire for the Dutchman. The Clarets sit fifth, eight points clear of their opponents, having lost just three times this season, with only one of those defeats coming on the road.
And while Hasselbaink's tenure will not be defined by Saturday's result, it will certainly make a big difference if they can notch up three points and move themselves up the table.