Both players are close to making their return from injury, but Pellegrini has insisted that they won't be available until next weekend.
The 60-year-old told reporters: "Vincent is working hard. He is not ready to play, but I hope that next week he will be back.
"Demichelis played for 45 minutes last week for the Under-21s, but I think that he is the same as Kompany. I hope that next week, both of them will be ready."
Kompany has played six times for City this season, while Demichelis has yet to make his debut for the club after signing from Atletico Madrid during the summer.