The City boss also claims his side could have won the tie even if Kevin De Bruyne's contentious strike in Wednesday's second leg at the Etihad Stadium had been disallowed.
City progressed with a 4-3 aggregate win after recovering from 3-1 down with the aid of De Bruyne's disputed goal, which was allowed to stand despite Raheem Sterling running the ball out of play.
Everton railed at the injustice afterwards with manager Roberto Martinez describing the defeat as "hurtful and unfair" but Pellegrini felt City had been on the wrong end of more bad decisions over the two games.
Pellegrini said: "First of all, I think the ball was just one centimetre over the line but it was very difficult for the linesman to see with the two posts, and the position of the referee cannot allow him to see if the ball is completely out or not.
"That was less of a mistake than the two penalties when he didn't whistle against Everton in the Premier League and in the first leg at Goodison Park.
"Their first goal was also offside so Everton cannot complain about one refereeing decision that was a mistake
We have more complaints but we never talk, that's the difference.
"If that goal was not allowed because the ball was out we had another 15 minutes
We had two shots on the post, we had a lot of options and absolutely dominated the game.
"Everton had just one shot in the second half so I don't think we are in the final because of that refereeing decision
We had more damage from the referee than Everton.
"We had 16 or 18 shots against three from Everton
I'm sure if we weren't already winning 2-1 we could score the second goal without any problem."
The big downside from the game from City's point of view was the loss of De Bruyne, who also set up Aguero's goal, late in the game with ankle and knee damage.
Pellegrini said: "He will not be out for the whole season because it's not a cruciate ligament but we knew it was important damage
We hope he can return before, but the first diagnosis is that he will be out for eight to 10 weeks."
The absence of Â£54million man De Bruyne at a crucial stage of the season will not prompt City to bring in cover before next week's transfer deadline.
Pellegrini said: "It is not our intention to bring anyone in
The squad is doing very well so far."
City's victory over Everton kept them alive in four competitions but Pellegrini claims winning the quadruple remains unlikely
His immediate concern is Saturday's Emirates FA Cup fourth-round trip to Aston Villa.
He said: "It's not a target that we have in mind at the moment because it is not a realistic target
We have to play against Aston Villa tomorrow
If we fail tomorrow, we finish talking about that."
Former Villa captain Fabian Delph received a hostile reception at Villa Park in November and Pellegrini accepts his midfielder will have to prepare for something similar this weekend.
He said: "I don't think that the fans of Aston Villa will have changed their minds in one month
He'll probably get the same reaction."
Source : PA