The striker is now a fully-fledged Red Devil after being granted a work permit in January and became the first Chinese player to appear for United in the Premier League draw at Chelsea in May.
After three years in Belgium with United's feeder club Royal Antwerp, it means Dong has the opportunity to try and impress Sir Alex Ferguson in training on a daily basis.
And, buoyed by the award of a contract to celebrate his newly-acquired status, Dong is keen to show he can be as effective on the field as he is in United's Far East marketing campaigns.
"I am trying to prove I am good enough to play for Manchester United," he said.
"I need to train hard and work hard, but that is no problem for me.
"Like every Chinese player, it is tough when you move to a new country because of the language and the fact it is a different culture.
"But, while those three years at Antwerp were hard, in a way they may help me because I am used to playing in Europe now."
Dong was speaking at the launch of a 'Goals for Kids' initiative in Macau, backed by United's sponsors, American banking giant AIG.
For each goal the Old Trafford outfit score on their current Far East tour, AIG have pledged to give £2,000 to TREATS, a Hong Kong-based charity group committed to promoting integration among children, youth and families.
Last season, similar groups in the UK and Ireland benefited to the tune of £133,000 thanks to AIG's participation in the scheme.
With six goals in two games already, TREATS is already in the money, although ironically Dong is unlikely to get the chance to contribute in China as Ferguson believes the 22-year-old needs some rest after his exertions at the AFC Asian Cup.
"I hope to play and I would like to play," admitted Dong.
"It would be fantastic to have the opportunity to play for Manchester United in my home country.
"But Sir Alex Ferguson is right when he says I am a bit tired, so probably it is better for me to rest and spend some time with my team-mates."
Dong is likely to play some role in United's pre-season programme when the Red Devils return to England at the weekend.
With Carlos Tevez still expected to sign at some stage before the August 31 transfer deadline, Dong will probably face even more competition for a striking berth.
The thorny issue of Tevez's registration is due to be discussed at a meeting of high-ranking officials from the Premier League, the FA and FIFA.
United legal expert Maurice Watkins is also expected to be involved, with FIFA coming under pressure to arbitrate in a dispute which without some kind of outside influence looks to have no chance of achieving a short-term resolution.