The 33-year-old is familiar with the managerial methods of Pellegrini as he played under the Chilean when Manchester City won the Premier League title in 2014.
"When I was a teenager with the San Lorenzo club in Buenos Aires, Argentina, I was in the second team and he was the first-team manager," said Zabaleta,
"Manuel did well when we were at San Lorenzo," said the Argentine defender. "He had success there, he built a good team, won the Primera Division title and set some records.
"He went to Spain with Villarreal and did a great job, taking them to the Champions League semi-finals. I played against his teams many times when I was with Espanyol and they were always very tough opponents.
"He's a quiet person but he is also very determined and very strong in his belief about how football should be played."