Mourinho succeeded the Chilean at Real Madrid before returning to the Premier League with Chelsea, while Pellegrini's career path took him from the Bernabeu to Malaga and on to Manchester City this summer.
Mourinho went on to win six of his eight meetings with Pellegrini's Malaga during his time in Spain, drawing another and losing just once.
"I don't know him (Mourinho). We worked in Spain, I worked at another club. I don't have any complaint about him. Maybe we have a different way of thinking about this life. I never get involved and I will not get involved now.
"It is always an important game when you play someone who has a chance to win the Premier League.
"I repeat what I said when we played Manchester United, it is a game of six points."
For breaking stories and all the great banter like us on Facebook: facebook.com/tribalfootball