The 31-year-old also feels that a regular spot in the Test side has helped him develop as a cricketer and his next target is to find a way to play in all three formats.
"I started my career thinking I am going to play all three formats and not just Tests. I have finally managed to get a longish stint with the Indian team and that has helped me as a batsman, especially after being on the sidelines for three to four years.
Vijay impressed many with his front foot play and the way he left the ball on Australian pitches, but he is now forced to take risks in the IPL.
The same aggressive approach may have led to his dismissal in the first three games but the Chennai-born player says he relishes the challenge of adjusting to all formats.
On the switch from Test to T20s, he says: "It is tough, yes, but as a professional you got to be expecting these things ahead of a tournament like the IPL. You have to adapt and whichever tournament you are going to play, you are going to get some preparation time. So in that particular period I think about my game and what I can expect from the next tournament. It is tough but I am enjoying it thoroughly.