With Chelsea involved in the Capital One Cup final this weekend, the champions can cut the gap at the top of the Premier League to two points with victory at Liverpool on Sunday.
But history is not on their side, with City having not won at the home of the Reds in any of their last 11 league visits – seven of which they have lost.
Pellegrini feels it is about time his team put that statistic right.
He said: “Always Liverpool are a strong team with a difficult stadium, but I also think all those statistics – you must change it.
“This year we won at Stoke, and in the last six years we never did that.”
City were beaten 3-2 at Liverpool in a pulsating clash last April – a defeat which, coupled with a draw against Sunderland three days later, handed the title initiative to the Merseyside club.
The atmosphere at Anfield that day was highly charged, coming two days before the 25th anniversary of the Hillsborough disaster, and the football was compelling.
City fought back to level from 2-0 down only to be undone by a fine Philippe Coutinho strike 12 minutes from time.
Pellegrini said: “It was a very special day because it was the day when we remembered what happened with their fans some years ago. It was a very emotional day.
“It was a very close game. We couldn’t win for different reasons but this year we go with the same mentality, to try to win and try to be an aggressive and attacking team from the beginning.”
City recovered from that slip last April to win their last five games and deny Liverpool their first league crown since 1990.
But last season’s title race is still remembered for the attacking brilliance of both clubs – they each scored more than a century of goals – and there have been signs of that flair returning of late.
City have reignited their challenge at the top after a sticky spell with 4-1 and 5-0 victories over Stoke and Newcastle respectively.
Liverpool have also started to rediscover their goalscoring touch after an underwhelming first half of the campaign, although both sides will go into the game on the back of European defeats.
One of the chief reasons for Liverpool’s dip this season has been the loss of Luis Suarez – a player whose talents City were reminded of on Tuesday as the Uruguayan struck twice in Barcelona’s 2-1 Champions League win at the Etihad Stadium.
Pellegrini said: “For any team, losing Luis Suarez is important.
“For the games against Barcelona, you asked me what we were going to do with (Lionel) Messi. But if we controlled Messi, if we controlled Neymar, they would have Suarez.
“Of course Liverpool miss him. The performance of Luis Suarez in the last year was incredible and you always need a player with that.
“But the big teams have a lot of other players in the squad. Liverpool this season bought a lot of important players. (Mario) Balotelli is a very good player and in (Rickie) Lambert they have an important player.”