Anderson has now fired seven goals in his last nine games for West Ham, including the pair that sealed Thursday's 2-1 Premier League victory at Southampton.
The 25-year-old has found his feet and then some after an inauspicious start to life with West Ham, following his club-record £36million move from Lazio in the summer.
West Ham boss Pellegrini believes Anderson's ability to adapt, via the east London club's advice, has helped him hit full stride.
"I think that Felipe first of all is quick and has great skill," said Pellegrini.
"Perhaps he continued running too much with the ball and that was the reason why in the beginning it seemed he was not doing things so well.
"But I always trust in him, I talk always about a lot of different things with him after the game, and he always listens.
"And I am absolutely sure that in the second-half of the season Felipe will be much better."
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