The Chilean was asked at a press conference in Melbourne who the club was set to pursue after completing the signings of Raheem Sterling from Liverpool, Fabian Delph from Aston Villa and Patrick Roberts from Fulham.
But Pellegrini was remaining tight-lipped about City's targets as they continue preparations for the 2015/16 Premier League season.
"I don't talk about rumours or about other names," he said.
"We have the players that we want, that we know in that moment, but for the moment we just have Delph, Sterling and Patrick Roberts.
"We see in the future maybe we sign more players but I can't talk with you about names because we are not sure."
"We try to have the strongest squad. I'm not talking about names or positions but in the next days, probably you will see who arrives here," he added.