Questions were asked of City's temperament last season as they failed to mount a credible defence of the Barclays Premier League title they won in 2012, eventually finishing a distant second to United.
But as he prepares for City's first major test of the season in Sunday's Manchester derby at the Etihad Stadium, Pellegrini has no concerns about the winning mentality of the side he inherited in the summer.
Pellegrini said: "I don't know what happened in the past but I know that our mentality in this moment is very strong, so strong or more strong than Manchester United."
The Chilean is confident enough to make that assertion based on what he has seen in a mixed start to the season, even though City have not yet faced any of their title rivals.
He said: "Every match in the Premier League is not easy.
"Maybe a derby has a lot of different things but it is not the first important match we have played in the year.
"I think every match is important. I think the players have prepared every day to try to think as a big team and play as a big team."
The significance of the derby in terms of both local rivalry and the wider context of the title race is not lost on Pellegrini.
He is well aware of the importance of victory even if he knows there are other, equally important, tests ahead.
Pellegrini, no stranger to big rivalries after previous jobs at Real Madrid and River Plate, said: "I don't need to be here to know how important the derby is, but working here and living here I know it is a special game.
"It is a match of six points. It is very important to win, (against) one of the most important teams.
"It is more important to win than not to lose. Of course if you cannot win it is better not to lose, but we will try to win from the beginning."
But he added: "We have 38 games to play and two of them are Manchester United.
"For me it is very important to win against Manchester United but the most important thing is to win the title so the concern is every week the same."
United are also finding their feet under a new manager after David Moyes took over from Sir Alex Ferguson in the summer.
Sunday's clash will be the first Manchester derby since 1986 in which Ferguson will not be in the United dugout.
Pellegrini believes former Everton boss Moyes was a good choice of successor for the long-serving Ferguson.
He said: "It was no surprise because he has had a very good career here in England.
"Maybe he didn't win a title because it is very difficult to win a title if you are not at four or five teams but he has all the merits to be the manager of Manchester United.
"It is impossible not to be under a lot of pressure, not in replacing Alex Ferguson but in managing Manchester United, or big teams.
"You are always under big pressure but that is a good way to work because you know what you have to do."
Pellegrini is hopeful playmaker David Silva will be fit for the derby.
The Spain midfielder has missed City's last two games after suffering a thigh injury while on international duty.
Defender Micah Richards could also come back into contention after missing the start of the season with hamstring trouble but the clash is likely to be too soon for left-back Gael Clichy.
Pellegrini said: "Richards is working normally with the whole squad, same thing for David Silva and Clichy starts (training) now."
City will be led by Vincent Kompany after their inspirational captain made a successful return from injury in the midweek Champions League win at Viktoria Plzen.
The Belgium defender had missed the previous three Barclays Premier League games after suffering a groin injury against Newcastle.
Pellegrini said: "I think Vincent is a very important player for us.
"We worked well without Kompany. If you see our numbers in games he didn't play, we had three clean sheets, but he is always important. He gives confidence to the whole team."