The Andalusian outfit headed to the east coast last season looking to record a fifth win in six Primera Division matches but had a day to forget as they conceded three times in the first half and also had goalkeeper Willy Caballero dismissed en route to a 3-0 defeat.
Wounded Malaga then slumped to a 4-0 home mauling to Real Madrid and a 2-0 away loss to Rayo Vallecano in their next two matches as their fine start to the season ground to a temporary halt.
Pellegrini is hoping for a different story this time, knowing a defeat would see ninth-placed Levante draw level with his fourth-placed outfit on 36 points.
"The games against Levante are always difficult," he said.
"They are strong at home, have players with a lot of experience and play well on the counter-attack, but we hope it will be a different game to last season."
Levante have an impressive home record this term, winning seven of their 10 league matches while losing just twice - to Barcelona and Real Madrid - and another victory on Saturday would equal the club's top-flight record of four successive home triumphs.
However, they have lost four of their last five matches in league and cup, and coach Juan Ignacio Martinez knows it is not going to be easy against Pellegrini's men.
He said: "Malaga have the best defensive record away from home in the league and you need to add that to the attacking potential they have.
"If we win, we will take a giant step towards our objective, but we know that it is only three points. Hopefully we will continue our good home form."
Martinez could have virtually a full-strength squad to choose from after Sergio Ballesteros and new signing Robert Acquafresca both took part in training today.
Malaga, meanwhile, are without experienced trio Eliseu, Weligton and Duda for the match but Martin Demichelis is available after a ban.