Mame Niang and Kermit Erasmus scored second-half goals as a City side featuring new signing Fernandinho were beaten in the first of two matches in South Africa.
And there was a moment of concern for Pellegrini when Yaya Toure limped from the field before the end.
The Chilean fielded two sides in the Nelson Mandela Football Invitational, including Fernandinho for the first half and starting with Javi Garcia alongside Vincent Kompany at the back.
Captain Kompany twice rescued his side before half-time, clearing from his own goal-line and later producing a perfectly-timed tackle, and there were several other chances at either end.
Aleksandr Kolarov and Edin Dzeko went close for City, the latter denied when sent clean through by Samir Nasri.
Youngsters Emyr Huws and Shay Facey were among a new XI introduced at the break, and the new-look line-up was behind when Niang's header beat Costel Pantilimon (56).
Erasmus doubled the lead (82) after a solo run, and Toure's late withdrawal added to City's discomfort.