However, Pellegrini was quick to add that injury problems were inevitable over a long season and that City's Premier League rivals have also had to contend with them.
Third-placed City are currently six points behind leaders Liverpool, albeit with a game in hand, after being held to a 2-2 draw by Sunderland on Wednesday.
City were without key players Yaya Toure, David Silva and Jesus Navas for that critical match and forward Sergio Aguero has only just returned from a spell on the sidelines.
Pellegrini said: "We have had an important amount of injuries during the whole season. Of course, it is a problem.
"I think it has not only been our team, though.
"We play so many games with a lot of intensity, and maybe all the teams that play in all the competitions have a lot of injuries."
Having failed to defeat Sunderland, City next welcome another side with relegation worries to the Etihad on Monday in the form of West Brom.
Pellegrini added: "Of course it (Wednesday's match) was a disappointment because we always want to win every game.
"But I said before that playing against a relegation-threatened team is not easy.
"Sunderland did very well to get a point. Always, playing against these teams at the end of the season is very difficult.
"You see what happened with Crystal Palace against Everton (Palace won 3-2 at Goodison Park) and what happened with our team against Sunderland. They are very difficult teams because they play at 100 per cent for every ball.
"I hope we can have the same attitude and the same intensity."