New Malaga coach Pellegrini not interested in Mourinho talk
Pellegrini coached Madrid for one season following the return of Florentino Perez to the club as president and a substantial investment in the playing staff.
"I have nothing to prove and I don't want comparisons (with Mourinho)," he said. "The past has no relation to this new project."
Pellegrini, who has taken over with Malaga in the bottom three following a miserable start to the season and three defeats in the last three games, was attracted to his new post by the long-term ambition of the club.
"It's a project with a big future and to be part of that is attractive," said the Chilean, who replaced Jesualdo Ferreira at the helm following his sacking earlier this week.
"We will see what we can do to improve - we have an immediate need to turn things around."