Mourinho has hinted that he could select a weakened team with the Blues facing Atletico Madrid in the Champions League three days later, but Pellegrini has insisted that he must focus on ensuring that his side beat Crystal Palace.
The 60-year-old told reporters: "I don't know what Chelsea are going to do - the only important thing that we can do is to win our game.
"Of course we can win the league. Everyone working in football knows anything can happen when the pressure is high."
City currently sit six points behind leaders Liverpool in the Premier League table, but they do have a game in hand.