Although a draw at Anfield on Sunday would be enough to keep City in charge of their title destiny, with two games in hand on rivals Liverpool, Pellegrini said his only intention is to win.
"Maybe I'm wrong, but I always think the same way as a manager - if you play to draw you will lose," said Pellegrini, after his team kept pace in the title race with victory over Southampton.
"So we're going to play to win. Of course, after the game if we couldn't win and we draw, it's a good result.
"But we're not going to play against Liverpool thinking we must draw. We don't know to play in that way.
"When you play in the Champions League and have two legs, it's very important not to concede goals at home - that's why maybe we were not so open against Barcelona.
"We tried to have a more offensive attack but couldn't because Barcelona played very well. But we didn't try to play in another way than we always do."