The new manager says the 27-year-old is now playing "the way I want" and expects him to keep on improving at the Etihad Stadium
Dzeko scored the only goal of the game with an unstoppable volley after just 10 minutes in Hong Kong to secure victory for City.
The 27-year-old has was also on target in a 1-0 win over South China on Wednesday and Pellegrini was full of praise for the striker.
"Not only in Hong Kong. I have a lot of trust in him,” he told Sky Sports.
"Everyone was talking before I arrived that we will bring in [Edinson] Cavani, [Robert] Lewandowski, all those players.
“But I always trusted in Edin Dzeko and he is now playing the way I want.
“I am sure he will continue improving."