Pellegrini has not veered from his offensive philosophies and default 4-4-2 set-up all season, even after some opponents have exposed weaknesses.
More often than not the results have been spectacular but, in beating City at the Etihad Stadium and completing a Barclays Premier League double over them last week, Chelsea asked plenty of searching questions.
Rival manager Jose Mourinho outmanoeuvred Pellegrini by swamping the midfield and catching City on the counter-attack repeatedly.
Yet as he did after shock defeats to Cardiff, Aston Villa and Sunderland earlier this season, Pellegrini has vowed to keep to his principles as Chelsea return in the FA Cup fifth round.
Pellegrini, whose side were also frustrated in a goalless draw at Norwich last weekend, said: "I am absolutely sure that in the previous game it was not a problem with tactics.
"The squad had a lot of changes and we had three or four clear chances before they scored.
"If we'd scored we could have scored again.
"The goal they got, he (Branislav Ivanovic) does not find it easy to shoot with his left foot - but he did it in that game.
"If we'd scored first the result could have been different but the tactics would have been the same.
"If we scored one goal we'd have drawn that game, if we'd got one against Norwich we'd have won it.
"I repeat, I will continue to think exactly in the same way - it's important to score and defend well."
Pellegrini is not perturbed either by his poor head-to-head record against Mourinho, having only beaten the Portuguese once in nine attempts.
There is also history between the pair, dating back to when Mourinho succeeded Pellegrini at Real Madrid in 2010 and derided his subsequent move to Malaga.
Pellegrini, speaking at a press conference to preview the game, said: "I don't play against Mourinho, the record you are (mostly) talking about is Malaga against Real Madrid.
"If you take the average of that fixture you will see Madrid normally beat Malaga. We beat Madrid once.
"This year there have been two (defeats). It's important we review the games but it's not a problem for me. I don't play against him."
Pellegrini appeared to be getting drawn into a war of words with Mourinho last week after finally responding to a series of barbed comments from the Stamford Bridge boss.
Mourinho predictably returned fire and at that point Pellegrini made clear, once again, he was not interested in any verbal battles.
Arsenal boss Arsene Wenger is another manager to have come under fire from Mourinho in recent weeks.
But asked if authorities should act to curtail the Chelsea boss, Pellegrini was again indifferent.
He said: "I will not answer about him the way he acts. I don't want to continue with the controversy in the media.
"For me the important thing is to leave every institution to do their duty, the referees, the managers.
"I will not answer about whether to suspend him - I don't think it's my duty."
City have playmaker Samir Nasri available again for the cup clash after five weeks out with a knee injury. Midfielder Javi Garcia is also in contention.