Goalkeeper Joe Hart is confident City have the belief and ability to achieve their aim.
The England international said: "The fans, players, and staff - everyone needs to pull each other through if we want to get over the line first.
"I do think we have the squad to win the league. We can't get too wrapped up in the away games we still have to play.
"We still have the chance to do something really special and do something this club hasn't done for 44 years by winning two trophies in one season.
"So we need to press on and try and create a bit of history."
Hart has now re-established himself as Pellegrini's first-choice goalkeeper after a series of mistakes led to a spell out of the side earlier in the season.
Yet he feels he has to constantly keep working to maintain his position and accepts Costel Pantilimon, who played the League Cup final, will also get opportunities.
Hart said: "I don't feel it's a case of that side of things being really solved.
"I'm still training hard - as I would be whether I was in or out of the team - and I'm always working to improve my game.
"I don't want it to seem as though everything is fine or that it was part of my life that I will forget, because I'm still living it and I am trying to live in the moment more recently.
"The past is the past and we don't know what lies ahead in the future so it's better to live day by day.
"We are going to get some wonderful opportunities at this club - some I will be playing in, some that I won't - and I'm just trying to look at things the best I can."