The former Chelsea midfielder is being heavily linked with a short-term move to City as part of his permanent contract with MLS expansion franchise New York City FC who are owned by the Eastlands outfit.
Lampard is reportedly on the verge of spending the first half of the upcoming Premier League season on loan with City but Pellegrini stopped short of suggesting whether or not the England international would spend time at the Etihad Stadium.
"It is difficult in this moment to talk about that," he told Sky Sports.
"It is the idea of the club to have a global club. They will come and some will play here but I cannot say at this moment which is exactly the best way to do it so we will see in the future.
"But I think the idea to have one style of play, just one idea of what a club is. It is important to have a good relation."
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