A win would have seen Los Boquerones stretch their lead on fifth-place Real Betis to three points, but they could not break down a stubborn Blanquillos rearguard.
Pellegrini believes that the pitch was not suited to his team's style of football, but concedes that a draw was the fair result.
"I do not think anyone can be angry with the result," Pellegrini told reporters. "When 20 players can't string two passes together, something is wrong.
"We are obviously effected because we try to play football, but I think the draw was a fair one this afternoon."
Malaga make the trip to face Levante next Saturday.