The Chilean, who is managing in the Premier League for the first time this season, is enjoying the busy festive schedule but does feel players need longer breaks between games
The Chilean has enjoyed a superb first half in his first season at the Etihad Stadium, with the club second in the Premier League, just one point adrift of leaders Arsenal.
City's home form has been particularly impressive, with the club winning all nine league fixtures played on its own turf.
Pellegrini's side faces Crystal Palace on Sunday - just 48 hours after its 2-1 win over Liverpool, and the former Real Madrid boss believes the lack of rest between games is far from ideal.
"I am not talking about playing so many games because all the teams play exactly the same [number of] games," he told reporters. "What I think is that we must have at least 72 hours from this game to another.
"All the other teams at the top of the table apart from [Manchester] United play 72 hours afterwards. These days we play so closely that it must be the same for the rest of the teams. I don't want a winter break."
Pellegrini was thrilled with the victory against Liverpool and particularly enjoyed the way his side dealt with the threat of forward Luis Suarez, the Premier League's leading scorer with 19 goals.
"They did very well, especially against Luis Suarez. He is a great striker," he said. "He is in his best moment so it was very difficult for our team not to lose him for one second in the whole match."