The Portuguese suggests his Blues can no longer win the Premier League title after losing 1-0 at Crystal Palace on Saturday but Pellegrini says it is not his job to worry about what opposing managers are thinking.
Pellegrini's City side sits four points behind new league leaders Liverpool in third with two games in hand and the Chilean says he has no intention of getting mixed up in mind games with premiership combatants.
"I don't think that important managers can give any importance to those mind games, and I don't know if you think that managers who seem to play mind games are more intelligent, I don't think so," Pellegrini said.
"I do not know what Mourinho said, and I don't know the way he thinks.
"(But) it is not my duty to analyse what Mourinho has said. That is your duty (as the press)."
For breaking stories and all the great banter like us on Facebook: facebook.com/tribalfootball