The All-Star pitcher acquired from Seattle last month joined pre-spring training workouts Tuesday at the Yankees' minor league complex.
"I'm excited because it's my first time," Pineda said. "I'm working hard to help my team make it to the playoffs."
"My mom is excited because she has a lot of family in New York, and she's never come to America," said Pineda, who's mother lives in the Dominican Republic. "So this year, it's the first time she's coming to America. She's excited."
The 23-year-old got off to a 6-2 start with a 2.16 ERA in his first season before finishing at 9-10 with a 3.74 ERA. He led the major leagues by holding right-handed batters to a .184 average, and he struck out 173 in 171 innings.
"He's big, 6-foot-7," Yankees captain Derek Jeter said. "He's got a great arm. He's got unusual amount of control for someone that is that big and a power pitcher. He has a presence on the mound."
Pineda and second baseman Robinson Cano are friends, which should help the pitcher's adjustment.
"He talked to me, (and said) focus on the game, in your work," Pineda said. "Don't worry. I'll take care of you."
Also, injured reliever Joba Chamberlain threw 20 pitches during his third session on a 5-inch, half-mound.
"Another good day," said Chamberlain, who had elbow-ligament replacement surgery last June.
Chamberlain is scheduled to have his status reviewed by orthopedist Dr. James Andrews on Friday and could start throwing off a full mound next week.
New York's pitchers and catchers are scheduled to report Sunday.
OF Preston Mattingly, the son of the former Yankees star and current Los Angeles Dodgers manager Don Mattingly, is among the prospects working out. "I'm just trying to be myself and go out and play," Mattingly said. "I've struggled in the minor leagues, and I think a lot of people would have gave up. You've just got to keep working. You'll never know what can happen." Mattingly, drafted by the Dodgers in 2006, agreed to a minor league contract with New York last month.