The midfielder has been linked with Arsenal in recent days.
Pellegrini said: "In the position of Gareth we have also (Jack) Rodwell, (Javi) Garcia, Fernandinho and Yaya Toure.
"I spoke with Gareth. He wants to stay here and he does not have any problems staying here to fight for his position like any other player in the squad.
"If he wants to go because he has better options, it depends on what he wants to do."
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