Pellegrini’s side have lost three of their four games since it was announced he would be leaving at the end of the season to make way for Pep Guardiola.
Sunday’s 5-1 FA Cup defeat at Chelsea should be viewed in a different context because City fielded an under-strength side but the previous two losses to Leicester and Tottenham were damaging to their Premier League title hopes.
City now need to pick themselves up as their Champions League challenge resumes with the first leg of their last-16 tie at Dynamo Kiev tonight.
Speaking at his pre-match press conference in the Ukrainian capital, Pellegrini said: “No, really that is not a problem. All the players from the start, they are just thinking in this season — that we have important challenges from now until the end of the year, and the best way is to be focused in every game.
“Now it is the Champions League, after that we have the (Capital One Cup) final at Wembley on Sunday, and on Wednesday we will return to the Premier League.
“So it’s very easy because we are focused on having a season that works this year,” he said.
Pellegrini has received heavy criticism for the side he selected at Stamford Bridge, which featured six teenagers and five players making their full debut, but he has no regrets.
He said: “Unfortunately for us, we have to make a difficult decision against Chelsea, but it was the only clear decision we had to make. If we had a completely fit squad, then a lot more experienced players could have played that game, but that was not the case. We had to take a chance but this (Champions League) is absolutely different.”
As senior stars return, Pellegrini hopes his side soon slip back into gear against a side that has not played competitively since December.
He said: “The important thing for our players tomorrow is to have a good performance, we know it’s 180 minutes — it’s just the first leg — so we we know it’s the performance is important.”
The game at Kiev’s Olimpiyskiy National Sports Complex will take place in front of a full crowd after sanctions ordering the game to be played behind closed doors were lifted.
Kiev were initially ordered to play two games at a closed stadium, for offences including the racist behaviour of fans, but successfully appealed against the severity of the ruling, meaning supporters can now attend.
Pellegrini said: “One of the worst things you can do is play in an empty stadium without fans. In this case, fans of Kiev have a lesson about what happened. For me, I know maybe for the home team it’s not advantage to play without fans, but for football it’s important. I hope in this case it will be a lesson for these fans and tomorrow we have a normal game.”
Around 700 City fans are expected to attend the game, although many still feel it was unfair they were initially affected by the ban. It is not the first time this has been an issue as City fans were also excluded from a game at CSKA Moscow last season because of the racist behaviour of Russian fans.
The 1894 Group of City supporters have been critical of Uefa and have joined with around 100 fans groups from across the continent to write to the European governing body about the issue.
Dynamo Kiev coach Sergei Rebrov hopes his team can pounce on any weaknesses in the City side.
The former Tottenham and West Ham striker said: “Manchester City have scored the (equal) most goals in the Premier League, so I am sure they say they are not misfiring.
“It is important to realise the potential of Manchester City in attack, and with (Vincent) Kompany’s return, power is restored in the defence.
“And when we talk about Manchester City, or any other team in the Champions League, these results in these competitions do not matter. It is the Champions League. It is a different tournament.
“But opponents have weaknesses. We have paid attention to them and and I hope we will take advantage of them.”
Kiev have not played a competitive match since December due to Ukraine’s winter break but Rebrov is confident his players are in good shape.
The 41-year-old, who scored a late winner for Spurs at City in 2001, said at a press conference: “I hope all our players will be ready to take the field tomorrow. Now they are all healthy, all eager for the fight.”
The only doubt for Dynamo is key forward Andriy Yarmolenko, who will not be risked if not 100% fit.