The Chilean reportedly has his players training three times a day to maximise fitness ahead of next season.
City are currently training in South Africa ahead of scheduled pre-season friendlies, with fitness coach Jose Cabello putting the players through their paces.
"The most important thing at the moment is the fitness and they're working very hard with Jose," Pellegrini told reporters.
"In terms of football, they're just playing small games of six or seven-a-side with one touch, but nothing more.
"I've not had a problem with them. It's logical that at the beginning they ask a lot of different things. They've worked very hard with us and they're comfortable with each other."
Pellegrini takes charge of City for the first time today in a friendly against SuperSport United.