The Blues continue the defence of their League Cup crown tomorrow night when they welcome the Magpies to the Etihad Stadium in the fourth round of the competition.
Despite a big game against United in the Premier League on the horizon, Pellegrini does not expect his players to be unprepared when they face Newcastle.
"We are thinking just about Newcastle," the Chilean is quoted as saying by Sky Sports News. "When we finish with Newcastle, we will start thinking about Manchester United.
"We have three games in a row here at home in three competitions, so I think it is very important to be thinking just about the Capital One Cup and, after that, we will start thinking about Manchester United."
City are currently in third place in the Premier League table, six points behind leaders Chelsea.