Pellegrini has kept his promise to deliver an exhilarating brand of football at the Etihad Stadium this season, and with it has come some impressive results.
The 6-0 thrashing of West Ham in the first leg of their Capital One Cup semi-final in midweek took City's goal tally for the season, just past its midway point, to a remarkable 92.
They are in contention in four competitions and, now unbeaten in 14 games, starting to look formidable.
Yet there have been weaknesses, both defensively and in terms of away form.
City have lost four on their travels in the league, results that might have been different with a change of emphasis, but Pellegrini believes doing so would have hampered long-term progress.
The Chilean said: "I remember when we lost at Cardiff and Aston Villa.
"I wanted them to continue in the same style, the only way is to have a style of football.
"We could have had a better chance if we'd played against Cardiff and Aston Villa with 10 players behind the ball, but I was sure in that moment it was impossible to improve in that way.
"We lost but for the players it was important to understand we were not going to change - we lost for a set-piece or a mistake.
"I think it was more important to build the way we play."
With the likes of Sergio Aguero, Alvaro Negredo, Edin Dzeko, David Silva, Samir Nasri and Yaya Toure at his disposal, Pellegrini has players well suited to his attacking philosophy.
The veteran former Malaga, Real Madrid and Villarreal boss also finds his methods easy to coach, because he has never changed them.
The 60-year-old said: "I've been the same my whole career.
"A lot of managers can manage the way they want, there is not just one way to do it.
"Maybe other managers would see their team score one goal and then prefer to go back and counter-attack, then try to score the second goal.
"A lot of those managers are the best managers at the moment, but for me it's very important to continue the way I play."
Argentinian striker Aguero has been out of action due to a calf injury since the 6-3 victory over Arsenal in December and, despite returning to training this week, will be unavailable for Sunday's trip to Newcastle.
Pellegrini is, however, considering recalling the 19-goal forward for either Wednesday's FA Cup third-round replay against Blackburn or the following league meeting with Cardiff on January 18.
"On Monday we will see - against Blackburn or against Cardiff," he said.
"It's very important bonus because the quality he has is very important for the team.
"We are playing well at the moment and some may think we don't need Aguero or (injured forward Stevan) Jovetic - but we do need our best players."