City dominated the first half and deservedly led through Yaya Toure's sixth goal of the season just before the interval.
Pellegrini said: "Of course it is disappointing because I think we played very well in this game.
"From the beginning we had possession of the ball, we had the chances and we didn't have any risk in our own goals.
"It is unbelievable we didn't win this match but football has these things. The team that deserves to doesn't always win."
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