A small gathering of mainly media and local officials in Durban welcomed Pellegrini and his squad, which includes Sergio Aguero, Yaya Toure and new signings Fernandinho and Jesus Navas.
The tour forms the first leg of City's pre-season preparations, with matches against local clubs SuperSport United and AmaZulu over the next seven days as part of the celebrations for ailing former South African President Nelson Mandela's 95th birthday next week.
Pellegrini will take charge for the first time on Sunday against SuperSport United in Pretoria after the Chilean signed a three-year-deal last month to replace Roberto Mancini.