City dropped points against Sunderland, damaging its title bid. Now the club takes on Pepe Mel's Baggies without a host of first-team stars, including Yaya Toure.
City's Premier League title bid suffered a blow Wednesday as the club was held to a 2-2 draw by rock-bottom Sunderland at the Etihad Stadium.
Having needed a late Samir Nasri goal to snatch a point, City will go head to head with another set of strugglers in the shape of Pepe Mel's side and Pellegrini knows victory will not be easy.
"The game against Sunderland was a disappointment because we always want to win but as I said before that game, playing against relegation-threatened teams during the last games of the season is not easy," Pellegrini told reporters. "It happened with Everton (who suffered a 3-2 home defeat) against Crystal Palace and with us.
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"The performance in every game is very important and I hope we are going to improve our performance against West Brom."
City heads into the weekend third in the table, but the meeting with West Brom will be the first of two games in hand over Chelsea and Liverpool – something that may become crucial if Jose Mourinho's men win at Anfield later this month.
Pellegrini will again be without the midfield trio of Yaya Toure (groin), David Silva and Jesus Navas (both ankle) for the match, meaning that the likes of James Milner and Javi Garcia will be asked to step up again.
Sergio Aguero and Alvaro Negredo have failed to score since January after struggling to shake respective hamstring and shoulder problems. They will be desperate to return to scoring form after each being hooked by Pellegrini midweek.
Two wins in West Brom's last five matches have kept the club's head above water, with both victories coming on the road. That will fill Mel's men with confidence as they attempt to beat City for the first time since December 2008, when Roman Bednar's late goal gave West Brom a 2-1 home triumph.
Successive 3-3 draws in their last two home games will have annoyed Mel, with West Brom conceding stoppage-time equalizers on both occasions. But its form is encouraging, and it will enjoy playing as an underdog in Manchester.
James Morrison is fit again after recovering from an ankle injury, while Jonas Olsson is also optimistic of featuring after an Achilles problem, but Zoltan Gera (hamstring) remains sidelined.