The Sky Blues lifted the first piece of silverware on offer this season at Wembley, after coming back from a 1-0 deficit to beat Sunderland 3-1.
City are also in the hunt for both of English football’s other top prizes in the shape of the Premier League and the FA Cup.
Aguero believes that Pellegrini has done an excellent job since taking over at the club, and that the treble is a genuine possibility:
“Every manager is different, and with Manuel what he does is he talks a lot to all of us and treats every player the same,” he is quoted by The Mirror.
“This is important. He says things to motivate us and that’s good. I’m pleased as it [the Capital One Cup] is the first trophy for Manuel.
“We’ve adapted quite quickly to his way of playing and I’m pleased as he’s given us a lot of guidance.
“I’d love to win that [the treble] and I think we can aim for that.”
Aguero has been one of Pellegrini’s key men since his arrival at the club, with the Argentine having netted a staggering 26 goals in 26 outings.
The Capital One Cup final was the South American’s first game since returning from a month-long hamstring injury.