The Chilean manager's Etihad Stadium reign got off to the best possible start, as four goals against 10-man Newcastle sent last season's runner-up to the top of the table.
The Bosnia-Herzegovina international was used only sparingly by former boss Roberto Mancini last season, mainly reduced to a role off the bench, although he was the club's top scorer in the league.
Dzeko looked in fine form in City's resounding 4-0 win over Newcastle, even if he did not get on the scoresheet himself, and has credited Pellegrini with showing faith in his abilities.
“The manager brings something different to us, he gives me confidence and that’s what I needed,” the 27-year-old Dzeko told Sky Sports after the match. “I think we played a fantastic match, what the manager expects from us. We played the first game at home, and we wanted to show the fans what we’re capable of.
“We could have scored a few more, but we are happy with the score. I wanted so badly to score, but we won three points and the next games are coming and I’m ready.”
Yaya Toure struck for a stunning free kick just after the restart to send the home side up 3-0, and, after City spent big in the summer to secure four high-profile new recruits, he believes the club can challenge for multiple honors.
“We played very well. Full credit to all the team, we worked very hard,” Toure said. “[We have brought in] amazing, quality players, I think this kind of player will help the squad.
“The aim of the club this year is to do fantastic things in the Premier League and the Champions League, and I hope this year is going to be a good year for us.”