The Man City manager maintains a title challenge will be difficult if his side fails to pick up points on the road this season but backs his players to improve.
Phil Bardsley’s first-half strike handed City its fourth loss in the Premier League this season to keep Pellegrini’s men six points behind leaders Arsenal.
The 60-year-old concedes a title challenge this season will be difficult if City’s record away from the Etihad Stadium does not improve but has backed his players to start picking up wins.
"[I am] concerned because we are losing too many points away, and of course that is very difficult,” said Pellegrini. "If you don't win away, it's hard to fight for the Premier League, but I do not think we are playing bad so we must arrange and we must improve and I am absolutely sure that we are going to start to win."
City has secured just one win on the road in the Premier League this season and Pellegrini believes his team constantly faces the same challenge of breaking its opponents down.
"The reaction is very similar to the other games we lost away [from home] in the way we lost this game," said the Chilean. "Sunderland played really well defensively, and I understand how they played, but they had just one shot on our goal. We had the possession and the chances but we didn't score."