There has already been plenty of talk about City going for four trophies this season - the oft-quoted Quadruple.
"I am absolutely sure that the players don't believe all that hype," said Pellegrini. "They know perfectly that the only target is to beat Chelsea on Monday.
"No team is invincible. We are in a very good moment and we'll see if we can continue. But the difference between a win and a loss is so slight.
"We lost some away games at the start of the season. We were playing well but made mistakes. But we continued to try and play the same way, and against Spurs it worked the way I wanted. If you only go out to score goals, you might not."