City are still in contention for four trophies and have scored a remarkable 106 goals in their 35 games so far this term.
They have won 16 of their last 18 matches - and drawn the other two - stretching back to the last international break in November.
Only once during that run have they had a gap of more than four days between games and the fixtures continue to come thick and fast.
Fresh from securing their place in the Capital One Cup final in midweek, City host Watford in the FA Cup fourth round on Saturday before travelling to Tottenham in the Barclays Premier League next Wednesday.
Despite the tough schedule, Pellegrini has no concerns that his team could run out of steam.
The Chilean said: "No, I don't think we are going to have some problems in that sense.
"Maybe we will have problems with other teams - they are good teams - but I think we are making good rotations during the whole year.
"Also, the way we play we have a lot of possession of the ball, so we rest by not always running after the ball."
Pellegrini's determination to play an exciting, attacking brand of football has not wavered, no matter which XI he sends out on the field.
He sees no reason to have to compromise his beliefs just because the depth of his squad might be tested in the coming months, particularly when the Champions League challenge resumes next month.
The 60-year-old said: "The style, of course we are going to try and continue until the end.
"I don't know if we are going to win all the games but we are going to try to continue.
"I said from the beginning of the season that the most important thing is to have a style and after that to have an 11 starters."
Pellegrini's predecessor Roberto Mancini this week suggested he should receive some credit for the way City are playing this season.
Mancini assembled much of the squad and led City to Premier League and FA Cup success before being sacked last May.
Pellegrini, speaking at a press conference, was not interested in responding to Mancini's comments.
He said: "I don't think anything about that. If it is his opinion, everyone can say what he thinks is true.
"I am not the best person to analyse. It is not for me or him to compare."
City will be expected to brush aside the challenge of Watford, who are 15th in the Sky Bet Championship, at the Etihad Stadium.
But after being taken to a replay by another second-tier side in Blackburn in the last round, Pellegrini is taking nothing for granted.
He said: "It is a team that is not in a very good position in the Championship but all the managers know the cup games are different games.
"There is more motivation for a Championship team to beat a Premier League team so I am absolutely sure we are going to have a very difficult game."
City, who beat Watford in the third round last year, will not risk top scorer Alvaro Negredo or playmaker David Silva due to shoulder and hamstring injuries respectively.