Defeat against Bayern will end their Champions League hopes and Pellegrini says he is putting more pressure on himself than the owners are applying to avoid that happening.
"My own pressure to continue to the next round is an important pressure - more maybe than the owners," he said.
"Of course I think we must be in the next stage. A lot of times you don't reach the target you are supposed to do but that is the way to sit down and think about what happened. I repeat, I will do that after we know if we are not in the next stage.
"If we don't continue to the round of 16 then of course it is a step back but we have to play two more games and we will see what happens in those games. After that I can answer, not at this moment."
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