The 28-year-old was out of favour at Aston Villa but a short-term move to Championship side Forest led to Fulham making a move for the defender during the January transfer window.
Cottagers boss Roy Hodgson has started Shorey in Fulham's last four games, all of which have resulted in clean sheets.
"I've enjoyed it," said the former Reading defender. "The games have come thick and fast since I joined here so that's the best way, to just get out and play.
"There's nothing worse than not playing. I really loved my time at Nottingham Forest and was looking forward to going back when this move came out of nowhere.
"It's all thanks to Forest for giving me the games otherwise I would still be at Villa kicking my heels. It all happened really quickly and it's great I could come back to the Premier League."
Shorey has two England caps from Steve McClaren's reign and although he is clearly behind Wayne Bridge and Stephen Warnock in the fight to deputise for injured Ashley Cole, his loan to Fulham at least gives him a chance to catch Fabio Capello's eye.
"I'm just enjoying playing my football," he said. "I've played for England before and I really enjoyed it but I'll leave that for other people to talk about."
One Fulham player who has put himself in the frame for England is Bobby Zamora, who has 13 goals this season.
"He's a big target man who can do the lot - so why not?" Shorey added.
Zamora scored in the 4-0 win over Notts County in the FA Cup at the weekend, setting up a quarter-final clash against Bolton or Tottenham.
"It's a great competition to win but I've never been too far in the FA Cup before," Shorey said. "When I was at Reading we focused on trying to stay in the Premier League so we changed the team about a bit. This is the furthest I've been."
Fulham goalkeeper Mark Schwarzer is hoping to go one better than a year ago when they reached the last eight but were humbled by Manchester United.
Schwarzer said: "Obviously last time round it wasn't very good for us at all against Manchester United. They played very well that day and deserved to beat us but who knows what will happen this time."
Before that, Fulham play Shakhtar Donetsk in the Europa League on Thursday.
"They will be a tough side and Thursday's match will be a totally different game against totally different opposition - it's going to be a lot more difficult than Sunday's game was in the end," he said.
Source: Team Talk