Alvaro Negredo put City ahead but Rovers deservedly claimed a draw after a Scott Dann equaliser.
Pellegrini: "They didn't surprise me, I think they played a very good match at home.
"I am absolutely sure that tomorrow we must play a very good match if we want to win because they are very motivated.
"They are a very strong team, they know exactly the way they want to play.
"They are strong in defending, for counter-attacks, for different set-pieces and trying to score a goal. It will be very close."
Key midfielder Yaya Toure will miss the game having had an issue with a back injury.
Pellegrini said: "Yaya has, for the last two weeks, played with a problem with his back so it is a risk to continue doing that.
"It is better for him to rest for two or three days."
Playmaker David Silva also misses out having suffered a knock.