The Chilean was left disappointed after his side's final pre-season game ended in a 3-1 defeat to Arsenal.
After some defensive weaknesses were exposed, Pellegrini told reporters that he wants to bring in another player before going on to say that work needs to be done on his side's defensive problems. City have been linked with Real Madrid's Pepe throughout the summer and a move for the Portugal international is expected.
"We'll see next week if I can bring in the player we need," Pellegrini said.
"If not, we have in our squad the way to resolve that problem. We had some problems defensively and we will work on that.
"It wasn't the best way to finish pre-season. I'm always concerned when we're losing 3-0 but we just lost a game in pre-season, we didn't lose three points and that's important for me."
City open their Premier League campaign at home to Newcastle United.