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City beat Aston Villa 4-0 on Saturday to stay fourth, with nine games to go.
Pellegrini said: "In the last five or six games there will be more pressure on all the teams at the top, so we have to keep playing this way until then.
"Experience is very important and we are used to handling the pressure - when we won the title in 2014 we had to win our games in hand, and we did it."
City's win over Villa ended a run of three straight league defeats and closed the gap on Tottenham and Arsenal, who drew 2-2 at White Hart Lane, although they remain 10 points behind leaders Leicester.
Pellegrini's side, who have a game on hand on their title rivals, travel to Norwich next weekend before the Manchester derby on 20 March.
"We will see at the end of March who has the chance to win the title," Pellegrini added.
"I am absolutely sure that all the teams at the top will lose a lot of points from now until the end of the season. It is a special season and all the teams are very close."
Manchester City's previous experience of a title run-in will help them this season, says manager Manuel Pellegrini.