Cellino comes to England with a good record of buying players as chairman of Serie A side Cagliari, but he claims he was unable to build the Sardinian club as he was always being forced to sell once they had been developed.
He is hopeful that will not be the case at Elland Road, where the Italian has the ultimate aim of making it to the Premier League.
"I came here with a big dream, to find if I am good at running a club," Cellino told Sky Sports.
"I ran Cagliari for 23 years but it is a small club and they didn't let me grow.
"I spent the last 23 years buying beautiful players for £1m. I saw them grow and then they have to leave. Every time you have to start again because the club doesn't grow like the players.
"If I can do the same thing here at Leeds, the club can grow like the player, so we don't have to sell - we can keep them."
Cellino appears to be on the verge of selling his interest in Cagliari with two sets of investors interested, including one group from the United States.
But the money he receives for the sale will not necessarily all go into his new venture, as Cellino told the Yorkshire Evening Post on Monday: "It won't make Leeds easier. It just means that in my mind I have only Leeds to think about. I can deal only with the problems I have here. That would be good.
"If I had £1bn, if I was the richest man in the world, I would do exactly the same with Leeds as I'm doing now. This club has to stop wasting money and stop looking for money from other people.
"It needs to pay for itself, not be paid for by Massimo Cellino or people with oil or Russian businessmen. Cagliari makes no difference to what I'm doing now or in the future."