Pellegrini, who announced his impending departure from the Etihad Stadium on Monday as Pep Guardiola prepares to take over, watched his team grind out a 1-0 victory at struggling Sunderland on Tuesday evening to set themselves up perfectly for their weekend clash with the surprise leaders.
Asked if the evening had been tinged with an extra emotion, he said: "No, no, no, no
I am not thinking about that, I am just trying to have a good season.
"That was why it was so important before we play against Leicester next week at home to win these points away and be involved in all the competitions.
"I am just thinking about that and not the future
About the future, I really don't want to talk now
I'm just thinking about the present.
"Now we must focus our minds to beat Leicester, who are the leaders of the table, so we are just thinking about that and not about the future
We don't know what will happen to any one of us."
City had to fight all the way to the whistle to claim their win on Wearside in what was their ninth game in 32 days.
It was secured by Sergio Aguero's 17th goal of the season, an expert 16th-minute finish, but had it not been for fine saves from Joe Hart to deny Jermain Defoe, Billy Jones and debutant Wahbi Khazri, the Black Cats might have emerged with something to show for their efforts.
Pellegrini said: "It was a very difficult game and I am very pleased about the result because it was our third game in a week
We played on Wednesday, the [Capital One Cup] semi-final against Everton, after that the FA Cup against Aston Villa on Saturday and now on Tuesday with a lot of players injured, so the same names have played all the games.
"We were playing against Sunderland, who played 10 days ago, the last game, so it was very important to win, especially here at the Stadium of Light
It's not a stadium where we normally have good results, so it was a very important game."
City remain three points adrift of Leicester, while their hosts are still four points shy of safety, a fact which was not lost on manager Sam Allardyce, whose emotions were decidedly mixed.
Allardyce said: "It's the most disappointed I have been since I have been here with the result ending up the way it is because we deserved so much more.
"You can lose a game and say to yourself - well, some of the games we have lost since I have been here, we haven't deserved anything other than that, but today, we deserved so much more, which makes is so much more disappointing for us all."
Allardyce knows time is running out fast for Sunderland to dig themselves out of trouble, but he was at least buoyed by their level of performance.
He said: "There will be a stage where, when we get to single figures, we might have to be looking at what we have looked at for many years, where we have to string three or four wins together.
"I have been trying not to get there, but as it looms ever closer, it looks like that might be the case.
"But had the performance brought the victory that we probably deserved today, I'd feel a lot happier and a lot more comfortable
But it wasn't to be and it's very disappointing."
Source : PA
Source: PA