The 60-year-old said: "I answered just once to Mourinho because if you remain in silence always, (people) may agree with those things.
"He started talking about referees and Financial Fair Play, I don't think it is the way (to go about things).
"But just once. I will not continue every week talking about things that for me are not important."
The Blues boss frequent barbs have been depicted as mind games in a close Barclays Premier League title race but the Chilean insists they will not work.
He said: "No, I don't think those are mind games. I don't think any managers can be affected by those kind of things."
Mourinho was aggrieved by the Football Association decision not to take action against City midfielder Yaya Toure over an off-the-ball incident at Norwich last weekend,
But Pellegrini said: "I repeat, I don't respond to things Mourinho says every week because he will continue every week to try talking about things that are not from football."
He added: "I suppose the FA acts the way they think is better for all the teams. I trust in the FA and I trust in referees."
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