City recorded their first away win of the Premier League season on Saturday as a Sergio Aguero double helped them to a 3-1 triumph at West Ham.
Defeats to Cardiff City and Aston Villa, both by a 3-2 scoreline, earlier in the season had seen Pellegrini's philosophy in away fixtures come under question.
But after another attacking performance – City have scored 10 goals in five matches on their travels in all competition – Pellegrini said the club's supporters should expect more of the same.
"Before this game, we lost two games 3-2. Scoring two goals away in each game is a good average," Pellegrini told Sky Sports.
"Today we scored three. We continue to try and be an offensive team. I think that this team should always play attacking.
"We were absolutely sure the way we were playing away that we would win. The games we lost against Cardiff and Aston Villa, I think that was [not] the scoreline that the match deserved.
"Today we did both things. Playing well and winning. Today the team played very well.
"I think we must keep all the good [attacking] things we did in the other games and keep concentrating on defending. That's what we did today."
Pellegrini was under no illusions over the importance of the result, with wins from Arsenal and Chelsea earlier in the day heaping the pressure on his squad.
And ahead of a week that will see them travel to Russia for a Champions League fixture against CSKA Moscow on Wednesday before facing Chelsea at Stamford Bridge on Sunday, Pellegrini hinted at several rotations in his squad.
"Today was very important. Before we started, Chelsea and Arsenal won their games. We must be at maximum, three points away from the leader," he said.
"Next game we play Chelsea away to recover the points. It is never a problem to have good players on the bench."