Both managers are currently in their first season in England, but whereas Pellegrini joined City in the summer Mel was thrown into the deep end with the Baggies in January, with the club already struggling.
Mel told reporters: "The big difference is Pellegrini started in the summer, whereas I came in January, so I've only had three months. If City don't win the league it will be seen as a big disappointment.
"It's a similar pressure, but I have a shorter period of time to achieve an objective. If you're here for the whole season you have the opportunity to work on the make-up of the team, the style, and a lot of things.
"It's a lot more difficult if you arrive in January."
West Brom face Manchester City later today at the Etihad Stadium.