City's season has reached a crucial juncture after elimination from both the Champions League and FA Cup in the past week.
They did win the League Cup earlier this month but defeats to Barcelona and Wigan in the other knock-out competitions have ended their quadruple bid and brought a scrutiny on Pellegrini not seen this season.
The Chilean must now rally his side to prevent a campaign that promised much ending in anti-climax.
The club's demanding hierarchy will expect no less than a strong push for the Barclays Premier League title and the spotlight on Pellegrini will inevitably intensify.
But the 60-year-old said: "I don't think it is an extra pressure because for me the pressure is exactly the same from the first game of the Premier League to the end."
City's cup commitments over the past three weeks have seen them slip to fourth in the league title race, nine points behind leaders Chelsea but with three games in hand.
Chelsea manager Jose Mourinho has claimed City retain the upper hand because of their superior goal difference but Pellegrini refuses to get drawn into more verbal jousting with his rival.
He said: "I don't give importance to those things. Maybe some parts of the newspapers think some managers are very smart or play mind games, but I don't read those things."
Pellegrini is not fazed by the challenge facing his side over their remaining 12 games, in which they must also climb over Liverpool and Arsenal to claim the title.
He said: "I am not concerned but, of course, it is better if we had already played those three games and won, but Chelsea did it, so we must do it in the future.
"If we want to win the Premier League you must do things better than other teams and maybe small things or little things can make the difference.
"But I'm not only talking about Chelsea. Liverpool have a lot of options and Arsenal also."
One area of worry for Pellegrini, however, is the recent lack of goals scored by his forwards.
Having overpowered a number of sides earlier in the campaign, the goals from City's prolific front line have dried up.
Alvaro Negredo has scored 23 goals this term but none in his last eight appearances. Edin Dzeko has also not added to his tally of 17 in his last eight outings.
Sergio Aguero, top-scorer with 26, has not found the net since January and, despite only recently returning from a five-game lay-off, is now facing another spell out.
Pellegrini said: "It's difficult to understand. It's one of the reasons why we are not going so well.
"The other time when Sergio was injured we could cover him without problem but in this last month we are not scoring too many goals and we are conscious about that.
"It's not easy to say one reason why that happened but of course we are worried about that."
Aguero has undergone a scan on the hamstring injury suffered in Barcelona in midweek. The results are not yet clear but Pellegrini expects the Argentinian to be out for a fortnight.
He said: "I am concerned about not having the possibility of using Sergio more this season. He is a very important player for us.
"Unfortunately for him, he has had two or three injuries. I hope he can recover."
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