The Premier League champions suffered a 3-0 defeat at the hands of Arsenal at Wembley on Sunday, when Pellegrini's English contingent was restricted to four substitutes.
However, the Chilean has expressed his dismay at continued criticism of his lack of homegrown players, stressing he will always pick the best available starting XI.
"In every competitive squad, it's difficult for all the players to have a chance in the XI," he is quoted as saying by the BBC. "Why do you always talk about Manchester City? Arsenal won the FA Cup with one England player.
"We've had a lot of problems with Financial Fair Play, but we bought some very important players.
"I don't know what the difference is between [Joe] Hart and [Willy] Caballero and Bacary Sagna and Pablo Zabaleta, Vincent Kompany and Martin Demichelis, or Gael Clichy and Aleksandar Kolarov.
"I always pick the best team for every game. We have a strong squad with two good players in each position."
Manchester City begin their Premier League campaign against Newcastle United on Sunday.
