Many Hammers fans were expecting a great season under Pellegrini.
However, they have lost four of their four games this season, which has put them under threat of relegation.
"It is worrying because defensively we've conceded 10 goals, we've only scored two and there's also a lot of discussion about the midfield area," Brooking told Love Sport Radio.
"All those three topics means you'll have a big debate with any crowd of West Ham fans about what the current starting XI should look like because with nine or 10 players coming in, the squad is one where you have to try things.
"But at present, none of it has quite worked.
"I don't think there's a West Ham fan around who isn't discussing that scenario [that they might match Crystal Palace's seven straight defeats].
"When the fixtures came out they always looked tough up until the end of October.
"That's why Bournemouth and Wolves were really important games. So to have lost them at home...
"We've got Everton away. You've got to give credit to Huddersfield who went there and got a draw.
"It will be the last game of Richarlison's ban so they go up there not facing him which is important.
"But then after that it's Chelsea and Man United at home, Brighton away who are doing very well at home and then Spurs [Tottenham] back at home.
"The next three home games other than the League Cup are against three of the top six.
"Having said that, as a player and a fan, any West Ham person will tell you that it's the type of game where we might come to life and get a result."