Here is a derivation based on $$\psi(k+1)=-\gamma+\sum_{n=1}^{k}\frac{1}{n}=-\gamma+\int_0^1\frac{1-t^k}{1-t}\,dt$$ (let me use the conventional notation) and the formula $$\gamma=\int_0^1\frac{1-e^{-x}}{x}\,dx-\int_1^\infty\frac{e^{-x}}{x}\,dx.$$ We get \begin{align}\sum_{k=0}^{\infty}\psi(k+1)\frac{z^k}{k!}&=-\gamma e^z+\int_0^1\frac{e^z-e^{zt}}{1-t}\,dt\\\&=e^z\left(-\gamma+\int_0^1\frac{1-e^{-z(1-t)}}{1-t}\,dt\right)\\\&=e^z\left(-\gamma+\int_0^z\frac{1-e^{-x}}{x}\,dx\right),\\\\\int_0^z\frac{1-e^{-x}}{x}\,dx&=\int_0^1\frac{1-e^{-x}}{x}\,dx+\int_1^z\frac{dx}{x}-\int_1^z\frac{e^{-x}}{x}\,dx\\\&=\int_0^1\frac{1-e^{-x}}{x}\,dx+\int_1^z\frac{dx}{x}-\int_1^\infty\frac{e^{-x}}{x}\,dx+\int_z^\infty\frac{e^{-x}}{x}\,dx\\\&=\gamma+\ln z+\Gamma(0,z),\end{align} with implied agreement of chosen branches of $\ln z$ and $\Gamma(0,z)$ ($=$ paths from $1$ to $z$ and from $z$ to $\infty$).