The Chilean took over at the Etihad this summer following the sacking of Roberto Mancini, and he has expressed several times his desire for the club to play an attractive style of football.
Rodwell admits that these plans have excited the players, and looks forward to performing under the new boss.
"Pellegrini likes us to press high up and press in numbers, to get the ball back as soon as possible and then play simple football," Pellegrini told The Sun. "He wants us to keep the ball until we're in the final third and then see.
"It's early and he hasn't gone into too much detail - he's gradually drip-feeding us.
"You look at Barcelona and what they do and it works for them so hopefully we'll adapt."
City got off to a losing start under Pellegrini in their first pre-season game as they were defeated 2-0 to South African side Supersport United.