Pellegrini replaces the sacked Roberto Mancini, who never saw eye-to-eye with Marwood.
"I've been very impressed with everything he talked about - not just in the first team," Marwood said of Pellegrini in an interview with City's in-house media. "You look at his record in the Champions League - with Villarreal and Malaga - it's incredible. [Malaga] were within minutes of knocking out Borussia Dortmund [in April]. Everyone at our club knows the strength and qualities of Dortmund. We played them twice and found it very difficult.