And the Chilean hopes their experience of past success comes to the fore as the chase for the Barclays Premier League crown hots up.
City bounced back from a run of three successive league defeats to revive their chances of a third title in five seasons by thrashing struggling Aston Villa 4-0 at the Etihad Stadium.
All the goals came in the second half, with Yaya Toure's opener followed by a Sergio Aguero double and another effort from Raheem Sterling.
Pellegrini, whose side remain fourth in the table, said: "I said last week all the teams will lose points from now until the end of the season.
"It is the way you arrive to the end (that decides) whether the pressure will be more
We have more experience and that will be very important
We need to close that gap.
"We need the other teams to lose points, we are not just dependent on what we do, but we are sure we are going to take every game as a final.
"I am sure we are going to be involved in the title (race) to the end
The margin for error is very small but I think this team has the experience to try to do it."
Aguero's performance - he also missed a penalty and a handful of other chances - made a huge difference.
Pellegrini was reluctant to single out the Argentinian for praise but recognises the 21-goal forward is vital to his side's hopes.
He said: "I always say it is a team game not an individual game, but of course there are players that are very important.
"Sergio makes a difference
That's why maybe three weeks ago when we lost against Leicester and Tottenham I said it was to the squad's credit to be fighting for the title with so many important players like (Vincent) Kompany, (David) Silva and Kun (Aguero) having been injured.
"But of course when you have your best players it is better for the team
When you don't have them you need a squad, but if you ask me I always want to play with Sergio the way he played today."
Villa's defeat was their 19th of a dismal season that has seemingly become a painful procession towards relegation.
Manager Remi Garde felt his team crumbled after a positive first-half display.
He said: "We had a plan going into the game, which was not conceding a goal as long as we could because you have to be realistic - we were playing away at a team that can still win the Champions League, we are bottom of the league.
"Being too optimistic in our game would have been like a suicide
Everybody was pleased with the way we played the first 45 minutes and the plan for the second half was to do the same and maybe exploit one or two good situations.
"Then after that unfortunately we conceded the first goal very early which was a big blow for the team and the second one straight after the first one was another big blow
You can imagine how it was mentally for the players."
The consolation for Villa was that none of their relegation rivals - Newcastle, Norwich or Sunderland - managed to win.
"If there is good news today, it is this one," Garde said.
Garde insisted he had not lost faith in his own ability.
He said: "I'm very confident in my management
I have no problem with that
I have problems, but not with my own management."
Source : PA