Pellegrini took charge of the Citizens last summer, while Wenger has been the Gunners boss since 1996.
"He's the brother of Arsene Wenger," the France international told The Telegraph of his manager Pellegrini.
"They are the same. Seriously. They want their team to play the same: attacking, possession of the ball. They are really good people, really calm.
"After a loss, they will never scream and shout at you in the dressing room. The day after, they tell you everything they saw. I really like them both."
City are currently six points behind leaders Liverpool in third place in the Premier League table, but have a game in hand.