The in-form Spain international landed awkwardly late in the 3-0 victory at Upton Park on Tuesday night after scoring twice, having already bagged a hat-trick in the first leg at the Etihad Stadium.
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"Alvaro Negredo has a problem with his shoulder," Pellegrini confirmed to Sky Sports. "He just has a pain at the moment, and we will see how it is tomorrow."
Pellegrini was delighted to see his side complete the rout over West Ham, which secures his first cup final in English football in his debut season at the Etihad Stadium.
He said: "It was a very professional performance. It was easy to think the game was finished from the 6-0 in the first leg, but it was important to reach the final winning all the games.
"For Sergio Aguero, it was a useful match as he played 60 minutes. For him, it was useful for the future. Wembley is always important. It was important the way we reached the final, winning every game."
Confusion among the West Ham defence aided City in all three goals, and left Sam Allardyce asking for more from his side.
"We've had more clean sheets away than at home, so that becomes an ultimate problem that we've got to do better," he said. "We've got to protect our goal better and, while that might be harsh in this game, it's about making sure we make teams work much harder for the goals that they score.
"Ultimately, if you give a team like this the chances we gave them, then they are going to punish you and they did. We did create chances, but once you lose the ball you've got to get back in and be defensively sound.
"In more games coming up, when we play teams of lesser ability than Man City, that's going to be even more important - getting the attacking side of it going and the defensive side right. We made two errors for two of their goals on Tuesday.
"City have scored 19 goals and conceded one to get to the final, which shows you the quality of their team, but I was a little disappointed with the way we conceded the goals."