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"We are working hard, and the boys have also been working hard and showing that they are enjoying training," the Englishman said on Thursday.
Baxter, who coached Bafana Bafana between 2004 and 2005, took over from Vladimir Vermezovic, after the Amakhosi failed to win any silverware last season.
"The one challenge as a European coach is that players in Europe like detailed and structured methods," Baxter said.
"African players want something more spontaneous and challenging.
"I want the boys to have both - that effectiveness and at the same time be able to show their flair."
Baxter's first assignment is this Saturday's pre-season Gauteng Cup tournament in Atteridgeville.
Chiefs face Moroka Swallows in the second match of the day.
Should they win, they will play either Wits or SuperSport United in the final after the latter pairing play each other earlier in the day.
