The Chilean departed his side's Durban base on Thursday for a swift return to his home country, with Brian Kidd taking charge of their friendly against AmaZulu
The Premier League runners-up confirmed on their Twitter account that the Chilean would not take charge of Thursday's friendly against AmaZulu in South Africa due to his sudden departure that morning.
Brian Kidd took charge of the team in his absence, following his similar stand-in role after Roberto Mancini's firing at the end of last season.
Pellegrini is hoped to reunite with the squad in Hong Kong on the next leg of their pre-season campaign.
Despite his unavailability, the club have pressed ahead with their transfer plans, with Fiorentina confirming on Thursday that they have agreed to sell Stevan Jovetic to City.