The Chilean was not at the national stadium last May when City suffered a shock loss to Wigan in the FA Cup final.
But his name was certainly sung aloud - and not in pleasant tones - as rumours that he was about to replace the popular Roberto Mancini filtered through to fans.
Mancini was a favourite with supporters having won the FA Cup in 2011 and followed up by guiding City to a first league title since 1968 12 months later.
His impending departure was resented but the decision was made and Pellegrini was installed a month later.
Pellegrini has since won fans round with his free-flowing brand of attacking football and it could yield a first trophy as they take on Sunderland on Sunday.
When asked what might have changed since City's last Wembley visit, Pellegrini said: "Well I hope at least the songs!
"I know what happened last year and I think Mancini deserved the support of the fans because he won the title here for the first time in 44 years.
"Everyone knows how passionate Manchester City fans are.
"I give my congratulations to their support, but also I feel that from the moment I arrived here they accepted what the club did and I think they are very happy with the team this year, the way we play and to be in another final.
"I am absolutely sure that all the supporters of Manchester City will back our team and be supporting the whole match."
Last year's FA Cup final offered City the chance to earn some consolation after their failure to defend the Barclays Premier League title they won in 2012.
It was not to be as the Latics, in a season they were relegated, produced one of the great cup final shocks.
Pellegrini does not think that defeat will play on the minds of the players this week.
The 60-year-old said: "I am absolutely sure that not one of the players who played in that final will be thinking about that this year.
"Everything is different now. I don't want to say which things are different, because that's not my duty, but I'm absolutely sure that they are just thinking about the final against Sunderland and not what happened in the past."
Victory for City could set them up for further glory later in the season.
Talk of a quadruple may have been dampened by last week's damaging loss to Barcelona in the Champions League, but they are still in firm contention in the Premier League and FA Cup.
Pellegrini said: "I think it's very important for the team to have a winning mentality and an ambitious mentality.
"Both of those things start from winning the Capital One Cup, and then trying to win other titles."
Winning the League Cup, the first available trophy of the season, would also be a good achievement for Pellegrini in his first year in Manchester.
Pellegrini, whose only success in the European game was an Intertoto Cup win with Villarreal 10 years ago, said: "Of course it would be a big achievement, because it's not easy when you've just arrived from another league and you don't know a lot about the players, about the club, about the other teams.
"I am sure that we are doing the right things, in the right way, to try to win this trophy and to try to fight for other titles this year."