"It has been good," the England international was quoted as saying by the Leicester Mercury. "He hasn't changed too much but he has said he wants to change a few things, coming up in the future ... but he says they will only be little things.
"They are things he says will make us better, so we are looking forward to it.
"The new manager has come in and four points from two games is a good start."
The 30-year-old also backed former team mate Danny Drinkwater to be given another chance to earn a spot in the England squad ahead of next year's World Cup. The Chelsea midfielder declined a call-up for friendlies against Germany and Brazil due to a lack of match fitness.
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"If he is playing the best he can, then why not?" Vardy told British media. "He should be in with a shot, but it is down to him to make sure he puts the performances in there.
"I think he definitely wants to play for his country, but ... he was injured and he needs to get the match sharpness back. He has been doing that in recent weeks for Chelsea and he needs to keep building that up."
Leicester host league leaders Manchester City on Saturday.
(Reporting by Aditi Prakash in Bengaluru; Editing by Peter Rutherford)
