The laid-back Chilean officially launches his career in England as City host Newcastle in their opening match of the new Barclays Premier League season tonight.
The 59-year-old faces the daunting challenge of having to win multiple trophies, and in style, to meet the lofty expectations of the club's hierarchy.
Yet it is not a task that fazes him.
When asked if he was nervous, Pellegrini said: "No, absolutely not. I have a very good squad so I am not nervous."
City's chief executive Ferran Soriano stated boldly over the summer that the club want to win five trophies in the next five seasons.
Pellegrini's predecessor Roberto Mancini was sacked at the end of last season just a year after winning the Premier League.
But Pellegrini is determined to take City's demands in his stride and feels he has dealt with plenty of difficult situations in the past.
"I have worked in a lot of different leagues, very difficult leagues," he said.
"To manage River Plate in Argentina is not easy, to manage Real Madrid in Spain is not easy.
"I am very excited about my new job but I don't want to compare.
"They are all very good leagues and I try to always give my best."