The Italian hitman arrived on the south coast after netting 50 Eredivisie goals in 57 appearances for Feyenoord.
However, the 29-year-old has cut a forlorn figure in the Saints' first two games, often looking isolated in the lone striker role.
Despite failing to hit the ground running, Pelle insisted his will find form soon rather than later.
"I knew already that the Premier League would be tough," Pelle told the Daily Echo.
"I have to do more because I expect more from myself."
The former Lecce striker was also keen to stress that he is bonding well with his new team-mates and that they are working hard to fuse together as a squad after a summer of transition at St Mary’s.
“Many players have arrived and already it is the beginning of the season,” he said.
“But we are working every day, every week, to try and find a good connection.
“We need to win the games now. We’re playing well but we’re not getting the points."