His team finished eight points behind the Stamford Bridge outfit last term, a swing of 12 points between the clubs from the 2013/14 campaign.
City have had an indifferent pre-season, conceding four goals in defeats to both Real Madrid and Stuttgart.
But Pellegrini maintains he is happy with the condition his squad is in and believes it will start the title race in the best shape possible.
City start with an away trip to West Bromwich Albion on Monday night, a side they have won but also conceded against in each of their last three trips to The Hawthorns.
Pellegrini was speaking at the club’s season launch party on Wednesday night and was in optimistic mood ahead of his third season in Manchester.
He said: “I am absolutely sure that we are going to have a very successful season. We must bring back the title here to our fans.
“All together, we must win game by game to try to do it. We need to play in the way we know how to play to continue with our attacking style and score the most amount of goals.
“We are sure, as I have just said, that we are going to bring it back. We had a good pre-season . We have been working for around 30 days and we are going to arrive next Monday in our best shape.”
Pellegrini, meanwhile, hasn’t ruled out making more signings before the transfer window closes – but says City don’t need another forward.
They have agreed deals to sell both Stefan Jovetic and Edin Dzeko and now have only Sergio Aguero and Wilfried Bony as senior strikers.
He added: “We have Kelechi (Iheanacho), that is a young player who I think must find a place here in our squad. (Raheem) Sterling can also play in front. I think we are going to bring in other players but not in that position.”