Edin Dzeko, back-up to City's injured striking totem Sergio Aguero, suffered a calf problem in the warm-up before the 1-0 win while skipper Vincent Kompany limped off late in the game with a recurrence of his niggling hamstring injury.
It left Pellegrini admitting ruefully that all three would almost certainly miss the festive programme, which will see City play five games in 15 days.
Though there is also the possibility that he could be without the injured Stevan Jovetic, Pellegrini was putting on a brave face as he said: "We won't complain about injuries."
With Kompany, returning on Saturday after missing three games through injury, and Aguero absolutely key as attacking and defensive lynchpins, it is a huge blow to be without them both, with Pellegrini's striking options especially being tested.
On Saturday, he had to blood 18-year-old Jose Pozo, a Spanish youngster with an exciting future but still a little lightweight amid the rough and tumble of the Premier League.
It was telling that City's cutting edge seemed so blunt they had to rely on a wily old midfield warhorse Frank Lampard to pop up with the winner again as he so often did for Chelsea.
"It is impossible that Vincent and Edin will be ready before the new year," said Pellegrini, who is already resigned to being without Aguero for at least a month after he damaged his knee against Everton.
The City manager has been left bewildered by the spate of injuries. "We must find a reason why. It is very unlucky to have three of them with muscle injuries," said the Chilean.
"Jovetic may also be out for a couple of weeks but we won't complain about injuries.
"It's difficult because we have to play a lot of games but I can never complain about the players who cannot play."
The situation should give a golden opportunity for Pozo, who has been touted, doubtless to his chagrin, as the 'Mini Messi' but Pellegrini shrugged and said: "We'll see with Jose Pozo. We have other young players in the squad Patrick Vieira manages."
(Writing by Ian Chadband; editing by Ken Ferris)
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