City conceded twice from corners with Fraizer Campbell heading home on both occasions and the lack of awareness and defensive mindset at those set pieces really bothered the losing manager.
"I have not seen them yet, but defending set-pieces is the duty of all the team. Not just the goalkeepers and the defenders," Pellegrini said.
"It does not matter who is guilty with the two corners, conceding from two corners is too much, it is too important an area.
"When we scored the first goal I thought it would be easier for us as we were playing a team defending with 10 players inside their box.
"It was very difficult for us and I think while we did not do a very good match we did not play badly.
"We had the patience to try and score, we did it but it was a pity with the two corners."