Pellegrini asked me to come to Man City - Malaga's Caballero
The Chilean manager departed La Rosaleda for the Etihad Stadium this summer and Caballero has revealed he could have ended up at Eastlands if he knew more about the clubs plans for Joe Hart and co.
"I talked with Manuel Pellegrini before he left Malaga," he told The Sun.
"I knew of his intention to take me with him to Manchester City.
"But I was unsure whether he would stick with the same keepers he had already."