Pellegrini also claims he is still enjoying life at the Etihad Stadium even though he has been heavily criticised in recent weeks and pressure is mounting.
City's midweek Champions League exit to Barcelona, coming soon after Burnley appeared to deal a fatal blow to their Barclays Premier League title bid, has brought much scrutiny of their overall campaign.
Many believe Pellegrini now to be fighting for his position but the Chilean feels, given the toughness of the competition, his side are still in reasonable shape.
He said: "Everyone can say what they want to say or what they think will happen
The most important thing for me is to work in the same way we are doing because I think we are doing well.
"I think it was a very good year last year to win both titles.
"Maybe other people don't think how difficult it can be to do it because in England we have very strong teams in every year
It is not easy to win a double.
"This year all of us want to win the title every year
I don't think it is possible to do it (every year) but I think it is possible to fight to the end."
Pellegrini's side have won just three of their last 12 games in all competitions, going out of the FA Cup as well as falling six points behind Chelsea - having played a game more - in the Premier League.
Roberto Mancini was sacked two years ago just 12 months after winning the title and Pellegrini's future cannot therefore be certain, but he is still happy at the club.
Asked if he enjoys it at City, Pellegrini said: "Of course
Every day I enjoy it
If you cannot enjoy playing Champions League against Barcelona, fighting for the title in the Premier League, being with this team, being in the best league in the world, if you don't enjoy it, you must see a doctor."
Source : PA
Source: PA