The former Hollyoaks actor will appear in the soap later this week as city banker Danny Pennant.
His character finds himself in a love triangle with Syed (Marc Elliott) and Christian (John Partridge) after meeting Syed at the Argee Bhajee.
"It's been a fantastic couple of weeks, a good storyline and one I thoroughly enjoy," Lucy told The Sun.
> Gary Lucy's first scenes as Danny - spoiler pictures
Talking about playing a gay character, Lucy said: "It's different for me, a challenge, but one I'm happy to grasp and I'm enjoying.
"It's a fantastic opportunity."
Christian and Syed - who are currently planning their wedding - will be leaving the soap in November as part of a dramatic storyline.
When asked if Danny is the main reason behind their exit, Lucy added: "I don't think it's the real reason that they leave, but I don't think it helps much."
Gary Lucy's first EastEnders scenes will air on Thursday (September 27) on BBC One.