Chelsea snapped up the 27-year-old after triggering a £10.5 million release clause.
Remy had been expected to join Liverpool earlier this summer but the move collapsed when he failed a medical.
"I feel very happy and very proud," Remy told Chelsea's official website.
"When I heard Chelsea wanted to sign me I said "let's go" straight away because they are one of the best clubs in the world.
"I remember the amazing atmosphere at Stamford Bridge when I played there for Marseille and I can't wait to play for the first time in front of my new fans."
Chelsea moved quickly to sign Remy after the departure of Fernando Torres to AC Milan on a two-year loan deal.