Hart told the Manchester Evening News: "It's going well. We know where we stand and how he wants us to play. It worked for the first half an hour against Milan but then it all fell a part a bit.
"We're going in the right direction and it feels good. In terms of how I feel about him (Pellegrini), he seems very direct in what he wants and what he needs and that's a lot easier to deal with as a player.
"There's different staff and different players. I think it should work out. We've got some good players here and hopefully we'll do some good things this season."
City start their Premier League campaign against Newcastle United on August 19.