The injury-plagued striker, who has an ankle problem, is out of contract at the end of the season and has little prospect of being offered a new one.
"For the moment, I don't have any news about Andy," added Pellegrini. "But soon in the next few days we will be clear what is happening with him.
"I'm not thinking about next year, not with only Andy but all the players. We must finish this season and after that evaluate what we did and then try to have the best squad for the next season."