City will again be without Sergio Aguero, David Silva, Gael Clichy, Fabian Delph and Samir Nasri, while Fernandinho is suspended after picking up his fifth yellow card of the season in the derby draw with Manchester United.
Pellegrini fielded a strong side in the previous round against Sunderland, which was followed by City's heaviest defeat of the season at Tottenham.
But the Chilean insisted that has not changed his thinking, saying: " We are trying to have a starting XI tomorrow that is the best we can do in this moment
"It's not easy because we have so many players with injuries and maybe a few players are playing a lot of games
But for our team it is important to try to continue in the Capital One Cup
"When you play the final of a cup at Wembley with 90,000 people, I think it's always a very important cup."
Aguero suffered a hamstring injury on international duty with Argentina earlier this month that was expected to rule him out for around four weeks
Pellegrini said: " He's improving but he has some time more to be 100 per cent recovered."
The City boss, whose first trophy in England was the Capital One Cup, may take the opportunity to give one or two of his young players a chance
Nigerian striker Kelechi Iheanacho, 19, has made six substitute appearances and scored the winner against Palace in their Premier League clash last month
Eighteen-year-old Patrick Roberts, a summer signing from Fulham, is another to have had a glimpse of the first team this season and he is likely to come into the reckoning again.
Academy graduates have been conspicuous by their absence since City's big-money takeover but Pellegrini believes that could change sooner rather than later.
He said: "I don't think it's a change in direction
The development of young players is always important
"It's not easy when you have a strong squad to give them a chance but in the way that they demonstrate they are good players, of course it is very important for our club to try to bring players from the academy to the first team
"It must be linked with the quality of the player that you have in the squad, not just put the young players in if you think they cannot be the future players of this team
"I think here we are working very well
We have important players that, maybe not in one month but in a couple of years, will play in the first team."
Source : PA
Source: PA