City will win the Premier League unless Sam Allardyce's West Ham pull off a major upset at the Etihad Stadium and Liverpool beat Newcastle United at Anfield.
City, who beat Aston Villa 4-0 on Wednesday, head into the final match of the season with 83 points, two ahead of Liverpool whose collapse at Crystal Palace on Monday when they blew a 3-0 lead to draw 3-3, left their title hopes in tatters.
"Of course, I expect to win the title now because we are top of the table," Pellegrini said. "Winning the next game means we can win the title...
"We are not thinking of drawing. We are thinking of trying to play. As we did so far during the whole season here at the Etihad."
The only way Liverpool can end their 24-year-wait for the title now is if City lose to West Ham and Liverpool win. If City draw and Liverpool win, City would win the title on goal difference.
City have beaten West Ham three times this season, winning 3-1 at Upton Park in the league and routing the Londoners 9-0 on aggregate in the Capital One (League) Cup semi-finals, so an upset looks unlikely.
The only other outstanding issues to be decided are whether Tottenham Hotspur or Manchester United take the final Europa League place and the final confirmation of Norwich City's relegation.
Norwich, who battled to a 0-0 draw at Chelsea on Sunday, have 33 points, three behind West Bromwich Albion but with a hugely inferior goal difference they look sure to go down.
Outgoing champions Manchester United and big-spending Tottenham Hotspur have had to lower their ambitions after disappointing seasons.
DUBIOUS CONSOLATION
Both teams would have been confident of challenging for Champions League places, but they changed managers during the campaign and are now eyeing the dubious consolation of a Europa League spot.
Tottenham, in sixth, go into their final match against Aston Villa at White Hart Lane knowing a point would ensure they take the Europa League spot in what could well be Tim Sherwood's last match in charge.
United, who beat FA Cup finalists Hull City 3-1 in their last home match of the season, travel to Southampton in what is almost certain to be interim manager Ryan Giggs's last game in charge with Louis van Gaal expected to be named as the manager following last month's departure of David Moyes.
Only if United won and Spurs lost would United take sixth place thanks to a superior goal difference.
If United fail to do that their 24-year run of European football since English clubs were allowed to compete again after the end of the ban imposed following the Heysel Stadium disaster, will come to an end.
The last time United failed to qualify for Europe before the ban was imposed in 1985 was in 1981 when they finished eighth in the league.
There is little to play for apart from pride and prize money in the other games.
Chelsea travel to bottom club Cardiff who are returning to the Championship after their first season in the top flight since 1962 found them short of class.
Fulham, also doomed after 13 years in the top flight, host the season's most improved team Crystal Palace, who were deep in relegation trouble when coach Tony Pulis arrived in November but have now climbed to 11th.
(Editing by Ed Osmond)
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