With City having already qualified for the knockout stages of the UEFA Champions League, Pellegrini claims next weekend's Premier League clash with league leaders Arsenal holds more importance for City.
Pellegrini confirmed Joe Hart will start in goal ahead of Costel Pantilimon and that he plans to rest a number of other key players for the trip to the Allianz Arena.
"Joe Hart will play against Bayern Munich, sure," admitted Pellegrini.
"Of course, if you ask me at this moment, the game against Arsenal next weekend is more important than the game against Bayern Munich.
"From the moment we qualified for the next round, the Premier League became more important than Champions League.
"But that does not mean there is a possibility that the players who play against Bayern Munich will not play against Arsenal."