The win lifted City to the top of the table above Liverpool, who face Crystal Palace on Monday night.
"It was a really, really big step [towards the title]", Pellegrini told Sky Sports News following the game. "Of course, you play here against Everton, it's really difficult for us. You just see the scores of the other years when Manchester City came here.
"I think that we won and that's very important. At this moment the most important thing is to win. The pressure is too high to play your best football.
"I think we played well to win 3-2. We scored three goals, we started one behind, so it's not easy to recover from that goal. But after that I think we managed the game and we scored three goals."
City round off their season with games against Aston Villa and West Ham United.