After the Reds' Premier League title bid was hit by a three-goal comeback from the Eagles on Monday, the Chilean is keen for his squad to realise that they can never switch off
The Reds were winning 3-0 at Selhurst Park before three goals in quick succession brought the Eagles back for a point and swung the Premier League title race in City's favour.
Pellegrini says that he did not watch Monday's match as he was researching Wednesday's opponents, Aston Villa, before his side's game in hand but wants his men to learn from the shock result.
"I didn't watch it. Why? Because I was watching Aston Villa – we have to play against them," he told the press.
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"Liverpool were winning 3-0 but the score changed. It's not just a lesson for this moment – football is always the same. We don't know what can happen in any game.
"Against Sunderland it was strange because they drew against us here at home but, when you look at what Sunderland did after that – winning at Chelsea and Manchester United – maybe it wasn't such a bad result.
"Maybe, with that point, we are able to win the title. We are going to have a difficult game and I hope the whole squad is ready.
"Against Sunderland we played three days after the defeat against Liverpool – at the moment I think the trust of the squad is different but we are not just thinking that, just because we are playing at home, we are going to win."
As City look to close out a second Premier League triumph in three years, Pellegrini is keen to maintain the attacking approach that sees his side close to breaking the division's record of 103 goals scored in a season.
"We have experienced players and they were in a similar situation two years ago," the Chilean observed.
"We have the pressure to win but we've had it the whole year. From the beginning of the season I always said that this team wants to win the title. Now we will try to do it.
"We are just thinking about winning these games. After you win, you can maybe think about the record of goals.
"But it's important to continue with the style of football that we've played since the beginning of the season. We want to finish in the same way."