The Ivorian hit a hat-trick in victory over Fulham.
Pellegrini said: "I think the way Yaya plays he can score, but maybe if I asked Yaya to stay a little bit further back and defend more, maybe he can't score as many goals.
"I think we have a great balance with our midfielders - Fernandinho also scored - and it's important for both of them to defend and attack.
"There are not many like Toure, which is why I think it's very important to know how to defend with these players. It's not easy."
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