"I don't know what happened in the past, but I know our mentality at the moment is very strong," the City manager said. "More strong than Manchester United."
When a player chucks out headline fodder, it's often a throw-away comment, like Wayne Rooney saying that, for United, their rivalry with Liverpool is "probably bigger", which turned into him "dismissing" City. Footballers answer so many questions that occasionally they'll phrase things to the delight of the red tops.
But Pellegrini isn't Rooney. He's a 60-year-old manager who, by all accounts, is highly intelligent and experienced. When he says stuff like this he knows what he's doing. And he knows it will come back to him, because the whole notion of "mental strength" is one of those fuzzy footballing double-edged sabres.
A team that plays badly but somehow gets an early goal and outlasts the opposition is "mentally strong". One that dominates, doesn't convert chances, and concedes at the end is not. It's one of those catch-alls, like motivation, confidence and desire, that we use when we can't easily explain why a team won or lost.
When a manager claims his side are mentally stronger than the opposition, he effectively eliminates one of his alibis, should things not work out. Lose after claiming mental superiority and the remaining options will be to blame refereeing decisions, players not being good enough or managerial mistakes, in tactics or personnel.
There may not be any contentious refereeing decisions today and given the money City have spent over the past few season, a lack of squad strength simply won't wash as a believable explanation. Which leaves the manager and his decision- making ability. At least in the popular, non-nuanced narrative.
Pellegrini, evidently, is willing to put himself on the line. And he believes in the mental toughness of his squad. Which is a good thing, because slipping up today would mean a place in mid-table, with City having already dropped points at newly-promoted Cardiff and Stoke (a game they could have easily lost).
If there's one thing the Mark Halsey affair has confirmed, it's football's ability to talk at cross-purposes. Halsey's critics point out that his behaviour - extensive, private non-matchday contact with managers such as Sir Alex Ferguson - is reprehensible for a referee for a number of reasons. It directly violates regulations. It's unseemly and gives off the appearance of impropriety. And it fuels the wildest conspiracy theories.
Halsey's defenders - a thankfully small but influential coterie, most of them contemporaries of his ghostwriter - and the former referee himself respond by talking about how his integrity was never in doubt and how it's actually in everyone's interest for referees to have friendly, amicable relationships with managers.
It's like that scene in Cool Hand Luke: what we've got here is failure to communicate...
For the avoidance of doubt, everyone, including the Premier League, agree about better relations between referees and managers. That's why they had joint training sessions last year. And why they encourage supervised contact on matchdays.
But there's an obvious difference between that and private texts and conversations with the most powerful manager in the history of English football, let alone accepting a paid holiday from another manager, Jose Mourinho, who admittedly wasn't in the Premier League at the time, but had made no secret of his desire to return.
If you can't see that difference, you probably think it's OK for judges to "share texts" with defendants during trials or accept free hotel stays from folks they are likely to encounter professionally.
There is clearly a disconnect here. And, frankly, a worrying one, because it's a question of intelligence. The Halsey brigade don't even seem capable of understanding the crux of the matter - violating regulations that are there for a reason - and simply repeat ad nauseam that he's impartial. Which really isn't the point. You wonder how somebody like that managed to have such a long career as a match official.
Sir Alex Ferguson has used the term "Walter Mitty" to describe Halsey's claims. If you're a cynic and conspiracy theorist, you'll believing he's doing that to save his own hide.
If you believe Halsey is a fantasist, as Sir Alex implies, then the thing to do might be to get the lawyers to work. Halsey, ever clueless, probably doesn't see it that way. But he just smeared his "friend", and Sir Alex can be vengeful.
And you wonder why the media don't trust football clubs. Early in the summer, many were briefed that Juan Mata, Chelsea's player of the year last season, could be on his way out. His playing style didn't suit the football new manager Jose Mourinho wanted to play. This appeared to be backed up early in the season when Mata was often on the bench or in the stands rather than on the pitch. Nonsense, claimed Chelsea. He was just exhausted from his Confederations Cup efforts in June.
Rather curious since Oscar, who played 401 minutes in Brazil, was starting, while Mata, who had logged 171 minutes (68 of them against Tahiti) was allegedly on his last legs.
Mata wasn't sold and when he has been on the pitch, against Everton last week and Basel in the Champions League - he has been rather poor. Now Mourinho is offering his own explanation.
"I'm not ready to ask Oscar to track opposing full-backs," he said. "I want to build with Oscar as my No 10. I want the other two players, from the side, to adapt to that reality and learn how to do things they were not ready to do before. I have to prove to the fans that [what I am doing is] good. Now [Mata] must do the same."
Fair enough. Mourinho basically confirmed what had leaked earlier in the summer and what Chelsea strenuously denied. It does raise the question of whether it would have been better to cash in on Mata while his value was high rather than turn him into some kind of squad player needing to prove himself.