The Etihad Stadium outfit dropped points against Sunderland, damaging their title tilt, and take on Pepe Mel's Baggies without a host of first-team stars, including Yaya Toure
City's Premier League title bid suffered a blow on Wednesday as they were 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 head 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 midfield trio 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.
Matija Nastasic (knee) remains a long-term absentee.
Strike duo 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 in midweek.
Two wins in West Brom's last five matches have kept their heads above water, with both successes 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 them 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 equalisers on both occasions.
But their form is encouraging and they will enjoy playing as underdogs 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.