Morgan took over the reigns from Alastair Cook shortly after the tour of Sri Lanka where England lost the One-Day International (ODI) series 2-5 and the latter was in a dismal form with the willow.
"Now they have got Eoin Morgan as skipper, I think England are going to go really well. They are getting scores over 300 and Ian Bell is batting beautifully," Pietersen was quoted as saying by The Guardian.
The 34-year-old added he is excited with the England batting line-up but expressed concerns over the team's bowling.
"It's a very exciting batting team, I just have a little reservation about the bowling," he said.
"Jimmy Anderson looks great but Broady doesn't look quite right. He's not bowling as fast as he could which might be down to coming back off his knee injury. Hopefully he will get a bit faster."