Delph angered fans when he abruptly quit Villa Park in July just weeks after issuing a strong statement pledging his future to the midlands outfit.
The 25-year-old has featured little for City since because of injuries but is now back in contention and could feature at Villa Park on Sunday.
Asked if Delph could expect a difficult welcome, Pellegrini said: "No, I hope he will not receive that
He played a lot of years for Aston Villa and Aston Villa wanted to sell him also.
"He continued being a player that gave a lot of his career to Aston Villa and I don't think the fans will forget all those things."
Delph, then Villa captain, was heavily linked with City at the end of last season but he appeared to rule out a move when he spoke out to "set the record straight" and say, "I'm not leaving".
He then performed a volte-face to join City in an £8million deal and, with hamstring issues now behind him, Pellegrini claims he will not lack motivation this weekend.
The Chilean said: "Maybe it is the same as with Jesus Navas when we played against Sevilla.
"Fabian made (a lot of) his career at Aston Villa but he is a professional player, now he is playing with us
I know that he wants to play also because he was a long time injured."
Delph was first injured during City's pre-season tour of Australia and then made only two appearances before suffering a fresh setback on international duty with England in September.
After another 13 games out he returned as a substitute during the midweek Champions League win at Sevilla and has been called up for England's upcoming friendlies against Spain and France.
Pellegrini said: "Of course it will be good for Fabian to play for England
He played some minutes in Seville and maybe he will play some more on Sunday
So, it is good for him to have minutes and good for the national squad also."
City, the Barclays Premier League leaders, take on a Villa side struggling at the bottom of the table but potentially lifted by the arrival of new manager Remi Garde this week.
Pellegrini said: "I don't know who said it was going to be easy
For me there are no easy games in the Premier League.
"They are at the bottom of the table with a new manager so the motivation to try not to be relegated will be high.
"It is very important to repeat what we did against Sevilla in the Champions League and not to think that because we played well in the last game we can do it in exactly the same way."
The game will also see City come up against former defender Micah Richards for the first time since he left the club in the summer.
Former City youth product Richards was a star of the 2012 title win but then fell down the pecking order after a succession of injuries and moved on after a one-season loan at Fiorentina.
Pellegrini said: "Micah was a very unfortunate player
He was a very important player because he was a young player here, but he had so many injuries in the one season he was with me."
Source : PA
Source: PA