Pellegrini is still holding out hope his side can win the league, a prospect that has become increasingly unlikely in recent weeks.
City – six points behind table-toppers Liverpool and with a game in hand – need Chelsea to win at Anfield on Sunday but will be anxious after manager Jose Mourinho hinted at fielding a weakened side to help the Blues' Champions League push.
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"There are a lot of examples in football to say not. If you remember the last title City won, against United, in the last few minutes, football is never finished.
"Liverpool could win on Sunday and then maybe the other two games will be very difficult for them.
"In the end, if you have a mathematical chance to win, football will never say it is final. They are two important games on Sunday, but both teams have to win their other games as well."
Pellegrini feels the club have been hard done by with their fixture list, with runs in the League Cup - which they won – and FA Cup as well as inclement weather giving them multiple games in hand.
"For us all season it has been very difficult to get to the top of the league," he added.
"If you look at the 34 games we have played, only once or twice were we top of the table.
"With three games being postponed, you don't have nine points, you still have to win them, so it has been very difficult for our team in motivation, to think we were at the top of the table.
"Since we lost against Liverpool, our future hasn't depended on what we do, but have a duty to try and win our games."
Pellegrini also said City "recovered" their early season style on Monday, as goals from Pablo Zabaleta, Sergio Aguero and Martin Demichelis gave them a 3-1 home win over West Brom.