Mourinho has proclaimed City as title favourites and said they will be expected to score several goals when they meet his side at the Etihad Stadium.
There is no doubting City's form. Pellegrini's men have won 18 of their last 20 games - drawing the other two - and rattled in 115 goals in all competitions this term.
They seized top spot in the Barclays Premier League with a 5-1 win at Tottenham in midweek and bookmakers do expect them to claim a second crown in three years.
Pellegrini expects a close race to the end, even if they win on Monday, and regularly reacts to any Mourinho barbs with apparent indifference.
The pair have a perceived rivalry dating back to when Mourinho succeeded Pellegrini as Real Madrid manager in 2010.
Pellegrini said: "I'm not concerned about (these) things, I'm concerned about the amount of games we have to play.
"I'm concerned, like every manager, (about) trying to win all of the games.
"It would be a very important win but after that game we have 42 points more (to play for).
"It is not a race only of Chelsea and Manchester City.
"Arsenal dropped just two points in one draw (this week). I don't think because they dropped two points they have a weaker hand than the other teams. They are as strong as Chelsea or our team.
"There are three or more teams that all have chances also to win the title.
"But at this moment of the season, we are not thinking about that. We are thinking about trying to improve every match and win every match."
Pellegrini is happy, however, that his team are leading the way, even if Arsenal may have reclaimed first place before Monday's game.
City were six points behind the Gunners in early December but they can now control their destiny.
The Chilean said: "We were winning a lot of games but Arsenal and Chelsea were always also wining.
"It's important to arrive at the top position because it will just depend on what you do in the future.
"But we have 45 points more from now until the end of the season.
"The team that wins the title will be just by one point or two points, so we'll continue to try to be the top."
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