Star striker Sergio Aguero is set to miss Manchester City's vital Champions League trip to Roma on Saturday.
The prolific Argentinian, who has scored 19 times this season, suffered a knee ligament injury in City's laboured 1-0 Barclays Premier League victory over Everton at the Etihad Stadium.
The 26-year-old will need to be assessed before City will know the full extent of the damage but Pellegrini is already expecting him not to be travelling to Italy.
That is a major blow for the English champions, who already have a number of injury and suspension problems for the decisive final group game.
Pellegrini told Sky Sports: "He has a problem in his ligament, in his knee. We will see tomorrow how serious it is but it's not good news, I don't think he will be able to play next week.
"We must wait for the doctor but the important thing is he will not be playing against Roma and it's a very important game for us.
"But we have other players and we will rearrange if he does not play."
City are locked on five points with Roma and CSKA Moscow in a battle for the second last-16 qualification spot behind Group E winners Bayern Munich.
To progress City need to win and hope CSKA do not beat Bayern, or get a score draw and hope CSKA lose.
They are already without key midfielder Yaya Toure through suspension, while Vincent Kompany and David Silva are battling to prove their fitness. Stevan Jovetic and Fernandinho also sat out the Everton game to rest knocks.
On the positive side, City overcame the early loss of Aguero to come through a difficult contest, courtesy of a Toure penalty - and cut Chelsea's lead at the top of the table to three points.
Pellegrini said: "In the way we won today it is important for the trust, in the way we defend. It is important to know how to win 1-0 in some moments. We had another chance to score but we didn't.
"I am very pleased also for the defence. We are criticised a lot for the way we defend but I thought we did very well.
"Chelsea lost their game. It was important to try to recover points to be nearer the leader.
"December is a very difficult month where we have to play seven Premier League games. It is a month where you don't win the title but it is the key month to try to start the next year, as the leader or very near to the leader."
Everton boss Roberto Martinez was far from happy with the award of the penalty which proved the only difference between the two sides.
Phil Jagielka was penalised for a foul on James Milner after 23 minutes but the decision by referee Andre Marriner was a questionable one.
Martinez said: "I am really disappointed about it. It is clear contact but contact is allowed. I don't think it is a penalty at all.
"James Milner's reaction tells you everything. He just gets up and tries to fight for the ball. He is not even asking for a free-kick.
"It is an action that happens a lot, two bodies fighting for the ball, a coming-together of two bodies.
"If Phil Jagielka had tried to win the ball and collided with James Milner's legs, that is always a penalty but shoulder to shoulder is just part of the game and should never be given.
"It was a disappointing decision from such an experienced referee."
Martinez also felt City's Eliaquim Mangala and Fernando were fortunate to escape red cards for high challenges on Samuel Eto'o and Gareth Barry respectively. Both were booked.
Martinez said: "I don't like to see players sent off but when you have got a referee that is going to give a penalty for two bodies coming together - so you are going to use the letter of the law - Mangala's challenge is a red card every single time. His foot is high, his knee is high, in a very unnatural position. Samuel has got a really strong mark in his back. That is violent conduct, a very excessive force action, should have been a red card.
"Fernando's challenge is a bit more unfortunate but it is a high boot. If that high boot doesn't touch the head of Gareth Barry it should be a yellow card. If it touched it I think it should have been a red card.
"But you learn you are going to get bad decisions and lucky decisions coming your way.
Suggesting luck evens itself out over the course of a season, Martinez joked: "I can't wait for the second half of the season because it is going to be so easy to win games playing badly."