The Green Card star became headline news in France last month when he moved across the border to the Belgian village of Nechin in an apparent attempt to avoid a steep tax hike aimed at the country's most wealthy residents.
On Thursday, Russian President Vladimir Putin cleared the star for a Russian passport and Depardieu has now written an open letter to officials in the country to thank them for making him a citizen.
In the message, he writes: "I filed a passport application and I am pleased that it was accepted. I love your country, Russia - its people, its history, its writers. I love your culture, your intelligence...
"I told (French President Francois Hollande) that Russia was a great democracy and that it wasn't a country where a prime minister would call a citizen pathetic."
Depardieu was branded "pathetic" by France's Prime Minister Jean-Marc Ayrault and the comment prompted the actor to announce plans to give up his French citizenship.
Under French law, residents are not allowed to give up their citizenship until they have been offered nationality by another country.
In the letter, which was read out on Russian TV, the actor also lavished praise on the country and revealed he is taking up language lessons.
He adds: "In Russia, there is the good life. I prefer the countryside, and I know some marvelous places in Russia... I feel good. And I'm learning Russian... Glory to Russia!"