The Portuguese has played down his team's title chances throughout the campaign despite spending plenty of time at the top of the table and, after a shock 1-0 defeat by Crystal Palace on Saturday, he claimed that it was no longer possible for the Blues to lift the trophy.
Chelsea are two points adrift of league leaders Liverpool, while City are a further two points back with two games in hand, but Pellegrini pays no attention to his rival's comments.
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"I don't respond to it because I don't know what he says. It's not my duty to respond to what Mourinho says. I don't know the way he thinks."
City have two games in hand on the top two, with trips to Liverpool and Everton to come in the final stages of the season. Pellegrini believes that the top four all have the same chance of winning the title but wants his side to capitalise on their extra games.
"My way of thinking is that the four teams will have the same options to win the title," he stated.
"The other teams have 18 points more to win, six games more. We have eight games more. We have to win those points. We don't have six points, we have two games extra to play – it's not the same thing.
"Do I regret the points we dropped away from home earlier in the season? I don't think, at this moment, it is important. It is too far away to start thinking or talking about those games.
"If you look at the whole season I think we are the second team in terms of points playing away. We can only influence what happens in the future."