However, Pellegrini, whose side sit four points adrift of new leaders Liverpool with two games in hand, has no intention of becoming embroiled in off-the-field tactics with his opposite number by suggesting that he is above them.
"I don't think that important managers can give any importance to those mind games, and I don't know if you think that managers who seem to play mind games are more intelligent, I don't think so," the Chilean said to Sky Sports.
"I do not know what Mourinho said, and I don't know the way he thinks. [But] it is not my duty to analyse what Mourinho has said. That is your duty."
City resume their title challenge by welcoming Southampton to the Etihad Stadium on Saturday, while Chelsea host Stoke City at Stamford Bridge.