Mourinho became Real Madrid boss when Pellegrini was sacked and immediately began to belittle the Chilean's achievement of finishing second to Barcelona with a record points haul by saying he was the "first of the losers".
He continued the criticism of Pellegrini by pouring scorn on his decision to take up a job with unfancied Malaga when he could have looked to broaden his horizons elsewhere in Europe.
But the mild-mannered City boss said he does not have any issues with the Portuguese as they prepare to go head to head for the first time since they both left Spain.
"I don't talk about what other managers say about their work. That is not my duty. That is not my way of thinking about the profession," he said.
"I can't tell you what is in Mourinho's mind. What he said in that moment, I think answered him in that moment. I understand, it was not a problem.
"I am very happy. What happens with each manager, that is not a problem.
"Nobody knows where every manager wants to manage or where he wants to be.
"I can tell you I had a lot of chances to manage different clubs after Real Madrid and I have taken the decision of my life to go to Malaga."
Pellegrini was reluctant to become involved in a comparison between his and Mourinho's style of management but accepted they had alternative outlooks on football.
"Very different, yes," he added.
"I am not telling you I don't like Jose. I am a different person. Different style, not only football.
"I don't know him as a manager. I know his career. He has a lot of titles and maybe there is a different way to think of his profession. He has his way and I respect him.
"There are different ways to play. There are different ways to go about what you say, what you don't say. For me I don't want you comment.
"I am not talking about Mourinho. This is the way I think about this profession.
"It is not my duty to analyse what Mourinho did in Real Madrid.
"He's finished his career in Real Madrid, I've finished at that club so it doesn't matter what I think about that."