"We have achieved our target after matchday four in a group where some people described us as nothing more than also-rans," said Pellegrini. "We've qualified in a difficult stadium after a difficult match. Now we want to be first in the group.
"We are very happy. When you achieve a goal, it is very satisfying, but we are not content with reaching the knockout phase.
"We want to go as far as our football allows. If a better team beat us because they have more quality then there is nothing we can do."
Malaga are currently at the top of Group C with 10 points from four matches.