Burnley midfielder on his move to Turf Moor: "I thought it would have been done four years ago!"
The Clarets saw as many as six bids rejected for the Seagulls midfielder, who handed in a transfer request in the summer of 2016.
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Hide AdBurnley had just sealed a return to the Premier League at the first attempt after winning the Championship title while Chris Hughton's side had failed in the play-offs.
Stephens, who won promotion with Brighton the following term, said: "I thought it would have been done four years ago.
"It was a similar situation where I thought it would have benefitted my career. I was playing for a team that was in the Championship at the time, I was reaching 28 years of age, and I expressed that I wanted to play in the Premier League.
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Hide Ad"I had that opportunity with Burnley, but it didn't materialise. I have no regrets with the way it panned out, we managed to get promoted the year after and I went on to have three successful seasons there.
"My decision to leave Brighton this time was one so I could challenge myself and become a better player."
The former Oldham Athletic man, who moved to the Amex Stadium from Charlton Athletic in 2014, might have turned 31 just before last season's resurrection, but he's confident that there's still room for improvement.
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Hide Ad"I want to improve," he said. "I'm 31 but I still want to get better. I want us to improve as a team; we've not had a great start to the season, but we want to have a period of prolonged success.
"We don't want to be looking over our shoulder at any point and that's where we can improve. We don't want to find ourselves in a sticky position at any stage of the season."
Stephens believes the move to Turf Moor is a match made in heaven. The Bolton-born middle man played in a very similar set-up under Hughton in East Sussex and feels he knows Burnley's system like the back of his hand.
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Hide AdHe played eight times against the Clarets under Dyche, losing three of those and winning just once.
He said: "We were similar in the Championship and the first two seasons together in the Premier League.
"It only started to change more significantly when Brighton started to adopt a more 'Graham Potter' style.
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Hide Ad"Chris played 4-4-2, which is what we play most games, and I think that's what the club has seen as a reason to bring me in. I feel like I can play in the system comfortably."
Stephens added: "They've always been really tough matches. I think under Chris Hughton our styles were probably more suited. we cancelled each other out over a two-to-three-year period.
"Burnley went on to get promotion and that's the season I tried to sign. They're always difficult games and even at Premier League level, under Graham [Potter], it was always difficult.
"They're not an easy team to play against. That's another reason why I wanted to come here."