Fernandinho has been a key player at the Etihad Stadium since arriving from Shakhtar Donetsk in a £30m move last summer, but the 28-year-old has not played for his national side since February 2012.
"I am really surprised that Fernandinho is not in the Brazilian team so far," Pellegrini told reporters. "I am sure in the future he will be because he is a top player."
He added: "I think he will be [in this summer's World Cup squad]. I suppose that [Brazil boss Luiz Felipe] Scolari sees all the games of Manchester City and Fernandinho is one of the best players this season."
Fernandinho has been capped five times at senior international level.