Spader officially joined the cast of the NBC comedy last month, after making a guest appearance in last season's finale as a possible replacement for Steve Carell's departing Michael Scott character.
Brian Baumgartner, who plays Kevin Malone, told E! Online: "He scares me. It's great. The energy he has is so totally different. The writers have done really a great job.
"He has these demented arguments that on the surface make no sense, but he's talking, and suddenly you're like, 'Oh yeah, that's right! That's right!'"
Kate Flannery, who plays alcoholic Meredith Palmer, added: "He has this grounded intensity that we've never seen on our show before that makes these kind of little Scranton peons stand at attention."
Carell recently praised Spader's casting, saying that he will bring a "new energy" to The Office.
Showrunner Paul Lieberstein has also applauded Spader's contribution's to The Office's eighth season.