City came from two goals down to win 3-2 at the home of the European champions, but scoring a fourth goal would have sent the Premier League outfit top of the group.
However, Pellegrini opted to keep top scorer Sergio Aguero on the bench and insinuated that he thought City needed two more goals rather than the one to head the table.
"I was tempted if we scored the fourth goal," Pellegrini told Sky Sports News. "Of course, that's why I sent Aguero to warm up.
"But also I think it was a risk to continue with Silva. He couldn't play more than 70 minutes.
"It is very important to be first in the group but not the most important thing. It was difficult to score two goals and I think that Silva couldn't play more than 70 minutes."
City now turn their attention back to the Premier League as they face leaders Arsenal this weekend.