Pellegrini took over from Roberto Mancini at the Etihad Stadium and is looking to make changes, with Rodwell confirming he is keen for them to adopt a more flowing style.
"Pellegrini likes us to press high up and press in numbers, to get the ball back as soon as possible and then play simple football," he told The Sun.
"He wants us to keep the ball until we're in the final third and then see.
"It's early and he hasn't gone into too much detail - he's gradually drip-feeding us.
"You look at Barcelona and what they do and it works for them so hopefully we'll adapt."