City won the match 3-1 but eyebrows were initially raised by De Bruyne's absence from the City lineup.
The young Belgian scored the winner two weeks ago at the Etihad to beat Sevilla and was expected to start in Spain.
Pellegrini defended his choice to leave De Buyne on the bench, a decision that was vindicated by his side's success.
Speaking after the match, Pellegrini said: "I was not happy in the way we were playing, so we needed a change. Today we changed the system and for that we made a very good game."