City, who have this season lost away to Cardiff City and Aston Villa, were edged out by the Blues in the 90th minute as Fernando Torres scored a late winner, providing another negative result for Pellegrini.
In order for his team to improve, the Chilean believed that City needed to find a response when things weren't exactly going their way.
"We repeat the story. We had absolutely the control of the game, we played very, very well in the second half," he said.
"We didn't have any problem with Chelsea but finally in the last minute we lost.
"We are losing stupid points from the beginning. The three defeats that we have away we did not deserve one of them.
"The reality is that we have. We have time to (respond).
"I'm very happy with how the team is playing everywhere, at home or away.
"Today in a very difficult stadium here against a great team we had the control and we did a very good game."
For breaking stories and all the great banter like us on Facebook: facebook.com/tribalfootball