The 31-year-old has been regularly linked with a January move away from the Cottagers and has now completed a deadline-day move to Loftus Road.
QPR have confirmed Zamora has signed a two-and-a-half-year deal for a fee understood to be worth £6million-plus.
"QPR are certainly a club that are looking to go forward," Zamora told his new club's official website.
"That's something that I'm looking forward to being a part of.
"I got on really well with the manager at Fulham. We all grew to like Mark [Hughes].
"I think that will be the case here. He's looking to take the club forward.
"I think this was the right time for me to have a fresh challenge.
"I had some great experiences at Fulham. Going to a European final is special.
"But this is a new challenge for myself and I'm thoroughly looking forward to it."
Zamora has cost an initial £4.5million which will rise depending on performance, and he will wear the number 52 shirt at QPR but is not eligible to feature against Aston Villa on Wednesday night.
"The ambition of the club was certainly a drawing factor as well," the striker added.
"I've been lucky enough to speak to Tony [Fernandes, QPR's chairman] and Phil [Beard, QPR's chief executive] has relayed a lot of messages about where this club want to go.
"For me, it was quite an easy decision to be a part of this.
"The sky's the limit. We're looking to go forward and to grow and I want to be a part of that."
Zamora scored seven goals in 16 games under Hughes at Fulham last season and even penned a new four-year deal at Craven Cottage, tying him to the west Londoners until 2014.
Hughes has now persuaded the striker to link up with him at Loftus Road and believes it is a big boost for QPR.
"Bobby is a guy that makes things happen on the pitch, be it scoring goals or creating chances for others," Welshman Hughes said. "He's a great foil for any team.
"We needed a player of his ilk at the football club and I couldn't be more delighted."
Hughes added: "He was the difference for us at Fulham last season.
"He came back from injury and he made such an impact in the second half of the campaign.
"He's got great power and pace and his technical ability is top class. He's got an excellent left foot."
There had been much speculation in recent months of a rift between Zamora and Cottagers boss Martin Jol.
Although the pair both played down such talk, speculation has been rife that the striker could move on.
QPR was often mooted as a potential destination and it is understood they were the only club to show interest in signing the England international.
Zamora becomes QPR's second signing of the day, the club having earlier completed a deal for Lazio frontman Djibril Cisse.
Cisse, the 30-year-old former Liverpool and Sunderland player, returns to England after a spell at Lazio for a fee in the region of 5million euros (£4.18million).
QPR confirmed that Cisse signed a two-and-a-half-year deal at Loftus Road and was registered in time to make his debut at Villa, subject to international clearance being received at least one hour before kick-off.
