For the second summer running, Southampton decided to change manager and Pellegrino was named as successor to Claude Puel, who was given the boot after just one year at the helm.
The 46-year-old Argentinian has endured a mixed start to life at St Mary's, winning just two of seven Premier League matches which has left the club sitting 12th in the table.
Ward-Prowse, who has been limited to just two league starts this term, admits it has been a challenge to adapt to another style of football but he is confident performances will improve as the season goes on.
"This season we have a new manager, a new style of play and a few new signings as well which have had a positive impact on the team," he told saintsfc. "It's a building process still for us all, but it's a positive one in the making.
"After this two weeks, it's a great chance for us to hit the ground running and take the league by storm now."