The manner of the goals is likely to intensify the pressure on Hart, who has been under fire after a number of indifferent performances for City or England over the past year.
Pellegrini admitted concern but would not go into detail on the issue.
He said: "Of course I am worried about the mistakes but I think that it was not an easy game, we played against a very strong team.
"Our performance was not the way we have been playing. It is important to think about the future and what are the solutions."
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