Wednesday's 2-2 home draw with Sunderland dealt another blow to City's Barclays Premier League title challenge, just a few days after their 3-2 defeat at Liverpool.
They are third in the table with five more games to play, four points behind second-placed Chelsea and six behind leaders Liverpool, both of whom have four matches to go.
But, while the situation might look ominous to some for Pellegrini, reports have suggested City's owners are going to stick with him.
And asked about that on Friday, the 60-year-old Chilean - who has guided the club to the Capital One Cup and the knockout stages of the Champions League this season, his first in charge - said: "It is not a problem in this moment.
"I never heard anything in terms of a complaint.
"All of us want to win as much as we can but I haven't had any talks about that and I am not thinking about that."
With regard to City next season, there has also been talk of Blues striker Edin Dzeko - who several other clubs are reportedly interested in - being set for an offer of a new deal from the Etihad Stadium outfit, and that they could be getting ready to launch a world-record bid for Barcelona's Lionel Messi.
But when asked about preparations for the 2014/15 campaign, Pellegrini said: "Although, of course, we are always trying to prepare for next season, first we must finish this season.
"It is more important to have all our minds - the players and the manager, everyone here at the club - on trying to finish this season in the best way.
"It is not a surprise for me to hear all different rumours about players that come and go
It is the same thing the whole year.
"Remember all the goalkeepers that we were supposedly bringing here? All the goalkeepers in the world!"
Regarding the way the title race is shaping up, he added: "I am absolutely sure the other teams will also drop points - Liverpool and Chelsea (who still have to face each other at Anfield) - in the same way we did in the last games.
"We have 15 more points to play for and we will try to win the most amount of points.
"Then, at the end of the season, we will see who has the title."
Pellegrini was speaking at his press conference to preview Monday's home clash with West Brom, ahead of which he is still sweating on the fitness of David Silva.
Both playmaker Silva and winger Jesus Navas were absent from the City squad for the Sunderland fixture and Pellegrini expressed his hope after the game that the former's ankle problem would not prevent him from featuring on Monday.
On Friday, he reported there had been no change on that front, before confirming Navas had been out due to an ankle complaint of his own.
Pellegrini, who earlier this week ruled out midfielder Yaya Toure for up to a fortnight due to his leg injury, said: ''We continue with the same situation with Yaya Toure, David Silva and Jesus Navas.
''The three of them are injured for the moment.
''Yaya is improving but it is a muscle injury, so it is difficult for him (to return) so soon.''
Defender Matija Nastasic, who has not played since February because of a knee injury, remains unavailable.
Source : PA
Source: PA