City's Champions League Group E clash at the Khimki Arena on October 21 will now be played behind closed doors after UEFA came down heavily on CSKA.
The European governing body has found the Russian club's supporters guilty of racist behaviour for the third time in the space of a year
CSKA must now play their next three European home games in a closed stadium and they are also banned from selling tickets for their away game at City on November 5, as well as fined 200,000 euros (£156,700).
For City, the back-to-back clashes against CSKA are critical to their hopes of progress in a competition in which they have again started unconvincingly.
The eerie atmosphere their game in Russia is now likely to take place in - as opposed to a hostile one - could be advantageous to City, but Pellegrini insists a club of their ambitions should not need external help.
The Chilean said: "I don't think we must try to win with outside benefit of our team
I think we must try to win because we are better than CSKA, playing away or at home.
"If not, if we need those kinds of things to win the game, then I don't think we are a big team."
Meanwhile, Pellegrini has called on his side's defenders to improve their performance.
The Barclays Premier League champions have kept just one clean sheet in their last eight games, and that came in a 7-0 thrashing of Championship side Sheffield Wednesday in the Capital One Cup.
City have not shut out the opposition in the Premier League since they won 2-0 at Newcastle in their opening match.
Pellegrini said: "I think that we must improve
It's very important to have a clean sheet because if you are always conceding one goal before you score you are playing against time, against the rival, the score, against a lot of things.
"One of the things that we did last year was improving clean sheets
We had a second round (of fixtures) with a lot of clean sheets
"At this moment last year we had conceded more goals, but in the last three games in Premier League we have conceded five goals and that is too much."
Pellegrini admits he is still unsure what his first-choice central defensive pairing should be.
Martin Demichelis was restored alongside influential captain Vincent Kompany for the midweek Champions League draw against Roma after £32million summer signing Eliaquim Mangala had a poor game at Hull last Saturday.
Demichelis and Kompany had started the season together while Mangala built up his match fitness.
Pellegrini said: "I cannot say because I repeat it depends on their performance.
"We bought Mangala for an important amount of money because we thought that we needed a centre-back, but I'm very happy with the performance of Martin and Vincent Kompany, also."
Reports have suggested that 33-year-old Demichelis, who has now settled after a difficult start at the club last year, is set to be offered a new 12-month deal.
Source : PA
Source: PA