The City manager has seen his various combinations concede 12 goals over the course of seven games since he succeeded Roberto Mancini.
An ankle injury has ruled out centre-half Matija Nastasic for at least the next four weeks, and City could return to the transfer market for another defender with Pepe of Real Madrid reported to be on their radar.
However Pellegrini is adamant that City will perform better when they start the Premier League season at home to Newcastle United live on Sky Sports on Monday, August 19.
"We had problems defending and we will try to improve this week," said the Chilean following City's defeat in Helsinki, Finland.
"If we buy someone, then OK. But, otherwise, we have a good squad. But, yes, we have conceded many goals, we will have to find ways to change this.
"You are always concerned when you are 3-0 down but we lost in pre-season.
"We did not lose three points and that is important. We will be at our best for the Premier League."