The pair clash on Wednesday as Manchester City attempt to continue their unbeaten start to the season.
"I never imagined that he can achieve something like he did," said Pellegrino.
"But obviously as soon as I arrived, Pep was one of these type of players always looking for new ideas, asking how we were training in Argentina, in different places.
"And also he had a good reading on the pitch and it's something that after (he finished playing) he translated much better outside of the pitch."
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