City made an impressive start to their Premier League campaign with a 4-0 thrashing of Newcastle at the Etihad Stadium on Monday.
They will hope to continue in much the same vein as they take on the promoted Bluebirds at the Cardiff City Stadium, but Pellegrini is taking nothing for granted.
The occasion will be a big one for Cardiff, the match being their first at home in the top flight for 51 years, and they will need little motivation as they seek their first win of the season.
Dismissing any prospect of complacency, Pellegrini said: "We are not going to make that mistake.
"We know Cardiff are a very difficult team. We know they are at home and are in the first season.
"We will need to play an excellent game without errors to get another three points."
But Cardiff are warned that Pellegrini has no plans to change the approach that proved so effective against Newcastle.
City overran the Magpies with a high-tempo, attack-minded game from the outset, indicating clearly that new manager Pellegrini's input has already had an effect.
Pellegrini added: "We are trying to play everywhere the way I think is better for us. We played a very good game in the way I want this team to play.
"It is not only because we scored four goals and we had a clean sheet, but in the way we played - we are a very aggressive team - that is very important to me. It is just the beginning but it was a very good start."