Sunderland striker has no regrets but will leave his on-loan club to represent Ghana in the African Cup of Nations in the new year.
Gyan is really enjoying himself in Al Ain
The 25-year-old Ghana international striker had an acrimonious parting from Sunderland in August when he joined the Pro League club on a 12-month loan.
Steve Bruce, the Black Cats manager, was furious at the time, saying "parasites" had turned his player's head over a big money move, but Gyan said he was delighted with the way things have turned out and does not know if he will return to England.
"I'm really enjoying myself," Gyan said. "It's really working out well for me and I'm really happy for now. I have no regrets at all about leaving Sunderland because everyone supported me, my family, everyone was positive so I moved without any doubt."
His loan spell with the 2003 Asian Champions League winners expires following the end of the Pro League season, and there are likely to be no shortage of takers for the striker who still has two-and-a-half years of his contract to run at Sunderland.
"Yes, I am on loan for one season with options," Gyan said. "I will decide at the end of the season whether I am coming back to the Premiership or going somewhere else.
"I'm still a player with Sunderland, but I have four or five options on how things are going to be and then I will decide where my future lies."
Gyan cost Sunderland a club record fee of £13.2 million (Dh77.98m) when they signed him from Rennes in August 2010 after he came to prominence for Ghana during last year's World Cup in South Africa.
He was Sunderland's top-scorer in his debut season with 10 league goals, but was continually linked with a move.
At the time Gyan responded to Bruce's remarks that the offer was too good to turn down, and that he did not have a choice of staying once Sunderland accepted Al Ain's offer.
Two months on, while admitting that the standard in the UAE is not as high as the Premier League, he says his reason for being there are more than just about the huge salary he is reportedly earning.
"Everybody knows the English Premiership is top in the world with more exposure and everything but the UAE league is improving in terms of football," Gyan said. "When I went there I thought to myself 'this is not what people are talking about, they are playing good football'.
"People are looking up to me in Africa. I have more fans in Europe. After last season, who knows? Maybe I am getting more exposure in this league - it is improving, and I think I might be able to help that League improve."
Al Ain sit second in the Pro League table behind champions Al Jazira after three games, with Gyan having scored two league goals so far, but he will be missing for a number of league games in the new year when he turns out at the African Cup of Nations in Gabon and Equatorial Guinea.
With a number of the traditional powerhouses missing, Ghana are among the favourites to win the title for the first time since 1982. "It's been a while since we won it and we want to win it," said Gyan.
"Most of the big guys are out now - I'm talking about Egypt, Cameroon, Nigeria - so now people are looking up to us. It's good pressure for Ghana. We will go there and see what happens because the other countries will go there to win as well. It's not going to be easy but we will see if we can do that."