Dhoni skippered CSK for eight seasons since the inception of IPL and is leading Pune after the Chennai-based franchise was suspended for two years due to a betting and spot-fixing scandal.
"As I said it was, I knew I would play for the Pune team but the actual moment comes when you start walking with the team-sheet in your hand till that point of time its only practice and everything," Dhoni told reporters here.
"It was a very emotional moment...since I have started playing T20 cricket represented the Indian cricket team, Jharkhand team in few tournaments and CSK for eight years, so it was a emotional moment not to see myself in yellow."
"But at the same time as professionals, we have to move ahead and also not to prove to anyone but to prove a point to myself that I am making sure whatever I gave in for CSK, I am not leaving any inch that I am not giving for the Pune team," he added.
New team Pune began their IPL 9 campaign on a positive note, beating defending champions Mumbai Indians by nine wickets here on Saturday.
Pune's star off-spinner Ravichandran Ashwin was given just one over in the 16th and defending the southpaw, Dhoni hailed the offie stating that he has "bailed" the team out on numerous occasions.
"As I have said, Ashwin has bailed me out in a lot of situations - whether bowling in first six or in the slog phase. He is a bowler who can come in and do well at any time. It's a subject, like revealing strategy. Ashwin is a matured bowler. He can bowl at any point of time. I knew the moment they (Mumbai Indians) lost a few wickets there was pressure on their middle or lower middle order."
India limited-overs skipper Dhoni also said that he wanted to bowl debutant leg spinner Murugan Ashwin for his full quota to remove the youngsters' nervousness.
"It was a very good platform for leg spinner Ashwin (1 for 16) to come in. Since you watched the game, you would have seen he is not someone who bowls a lot of short deliveries, but he was feeling the pressure," he said.
"It was more important to give him those four overs as in the longer run I need him as a wicket taking option. I felt if I can give him the four overs it will give him the confidence to come back probably in the second and third game," Dhoni concluded.