Pellegrini has kept his promise to deliver an exhilarating brand of football at the Etihad Stadium this season, and with it has come some impressive results.
The 6-0 thrashing of West Ham in the first leg of their Capital One Cup semi-final in midweek took City's goal tally for the season, just past its midway point, to a remarkable 92.
They are in contention in four competitions and, now unbeaten in 14 games, starting to look formidable.
Yet there have been weaknesses, both defensively and in terms of away form.
City have lost four on their travels in the league, results that might have been different with a change of emphasis, but Pellegrini believes doing so would have hampered long-term progress.
The Chilean said: "I remember when we lost at Cardiff and Aston Villa.
"I wanted them to continue in the same style, the only way is to have a style of football.
"We could have had a better chance if we'd played against Cardiff and Aston Villa with 10 players behind the ball, but I was sure in that moment it was impossible to improve in that way.
"We lost but for the players it was important to understand we were not going to change - we lost for a set-piece or a mistake.
"I think it was more important to build the way we play."
With the likes of Sergio Aguero, Alvaro Negredo, Edin Dzeko, David Silva, Samir Nasri and Yaya Toure at his disposal, Pellegrini has players well suited to his attacking philosophy.
The veteran former Malaga, Real Madrid and Villarreal boss also finds his methods easy to coach, because he has never changed them.
The 60-year-old said: "I've been the same my whole career.
"A lot of managers can manage the way they want, there is not just one way to do it.
"Maybe other managers would see their team score one goal and then prefer to go back and counter-attack, then try to score the second goal.
"A lot of those managers are the best managers at the moment, but for me it's very important to continue the way I play."
City's style is much more fluid than that seen in the final season of Roberto Mancini's reign but Pellegrini does not think it is fair to look back on what his predecessor did.
He said: "I will not compare with last season. I'm just thinking of the way I coach them at the moment and I give the players more freedom."
Pellegrini arrived at City last summer as a largely unknown quantity in England.
His track record was modest in terms of success but impressive in relation to the clubs he had overseen.
City had seen enough to believe he was the man to further their development and he is proving to be a good fit.
He also feels settled but has not even considered that his stay could last for longer than his initial contract.
He said: "In this career it is very difficult to be happy too long so you have to enjoy these moments.
"I am very happy here, I have a three year contract - but I'm not thinking about the future, I'm thinking about this week.
"We will talk with the club in the future. For the moment we are doing things well and must continue in the same way."
Pellegrini admits football consumes his life but he is also keen to take in English culture.
He said: "In this moment, I've not got much time to enjoy other things but the other day after the match I went to York. I want to get to know the country.
"It was a very beautiful city - like a lot of villages and towns here. There is a lot of history behind them."
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