City go into the Manchester derby at Eastlands without a victory in their last three games, having drawn 2-2 with CSKA Moscow in the Champions League before loses to West Ham United and Newcastle United.
Another defeat would leave the reigning Premier League champions nine points adrift of leaders Chelsea, but Pellegrini insists that he is not feeling the heat.
"I don't know what pressure [there is]," he told Sky Sports News.
"I think it is very difficult to analyse the season when it is just in October, when you have just played nine Premier League games and you don't know whether or not you are going to qualify in the Champions League.
"It is the reality that we are eliminated from the Capital One Cup - but last year we were the only [title-contending] team to continue in the Capital One, so maybe the other teams will have more difficulties this season when they have to play so many games."
Kickoff at the Etihad Stadium is scheduled for 1.30pm, with United currently four points adrift of City.