Pellegrini feels Mourinho's comments are a way of talking up himself.
"Maybe it is a small horse if the manager (Mourinho) thinks like that but it is also a very rich one," he said. "This is the team that spends the most money in the last 10 years, it is the team that spends the most money this year and the team that spends the most money in the transfer window, so a little bit rich.
"He shows in the last two games he has a strong team with some great players, but he thinks it is better not to talk about it. Why? Because if he wins (the title), he has all the merit, while if he loses, he does not have the responsibility. It is the way he acts.