Fernandinho began working with the Chilean coach last week, with the pair getting their first taste of life at City on the club's pre-season tour of South Africa.
"Although Manuel is new, the players are already getting used to his style on and off the pitch," The Sun quotes him as saying. "Pre-season is a good time for this, to learn his personality.
"At meal times for example he wants everyone together at the same time. This is the way he wants things to be done. I am enjoying working with him. It seems like he has that real winning mentality and a strong football philosophy that he will make the players understand.
"I think it will be slightly different because I spent eight years with the same manager. Our relationship was fantastic and I hope I will build the same with Mr Pellegrini."
The 28-year-old made his City debut last weekend, starting in a 2-0 defeat to South African side Supersport United.