The Argentina international has 17 goals in all competitions this season and is behind only Liverpool's Luis Suarez in the Premier League scoring charts with 11 in the top flight.
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Pellegrini feels the in-form forward can continue his purple patch in front of goal and explained his decision to take Aguero off in a game which saw West Brom stage a fightback by scoring twice late on.
"It is an important amount of goals but it is more important for the team to win," the Chilean said of Aguero's tally this season.
"That is why I changed him (against West Brom) because we have to play in less than 72 hours another game against a strong team in Southampton.
"Sergio is playing really well this season and he will continue scoring."
As well as securing the side's first Premier League away win in three matches, City were also boosted by the fact that captain Vincent Kompany played the full 90 minutes on his return from a groin injury.
"He is a very important player for us, he is our captain and he played with no problem during the 90 minutes," Pellegrini stated.