The coach is still confident his side have what it takes to win the league again, particularly as they have Sergio Aguero back among the goals
The 2013-14 champions responded to a 3-0 defeat to Liverpool with a comfortable 4-0 victory over Aston Villa on Saturday, moving them to within two points of third-placed Arsenal, who earlier drew with Tottenham.
Pellegrini admits the title race is out of City's hands given the sizable gap to leaders Leicester City, but he is confident that his side have the mental edge to sustain a challenge until the final day.
"All the teams will lose points from now until the end of the season," he said. "The pressure comes more towards the end so experience will be important.
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"We need other teams to lose points - we are not just depending on what we can do. We are going to play every game as a final.
"We need to close the gap if Arsenal, Leicester and Tottenham lose points. It is very important.
"We are going to be involved in the title race until the end - the margin for error is very small but this team has the experience to try to win the title.
"It was very important to score four goals against Aston Villa. We always try to be a scoring team. We try to be the highest scoring team in the Premier League.
"We always try to play in an offensive way so to do it - especially against Aston Villa who had nine men behind the ball - will give us a lot of trust.
"It was important to be patient. We didn't play badly in the first half; we created chances but we just didn't score."
Sergio Aguero scored twice in Saturday's victory and Pellegrini admits that having key players fully fit could be crucial during the remaining nine matches.
"It's a team game, not an individual game, but Sergio makes a difference," he said. "I always want Sergio to play the way he played today.
"Three weeks ago, before we lost against Leicester and Tottenham, we had important players injured.
"When you have your best players, of course it is better for the team. When you don't have them, it is important that the squad plays well."