Speculation has mounted in recent weeks that the Argentine is looking for a way out of Camp Nou, although both coach Luis Enrique and president Josep Maria Bartomeu have insisted the player is happy with the Catalans.
City are one of only a few teams around the world who could boast the financial clout required to sign Messi, who became the leading scorer in La Liga history on Saturday, but Pellegrini has written off the links as nothing more than rumours.
"The rumours are only rumours," he stressed. "What he did was exceptional and there are few players that can reach his level.
"The record he has got reflects how important he is for Barcelona."
Messi's international team-mate Martin Demichelis echoed his manager's comments, adding: "I am happy for his record. For me it is not a surprise any more, what he is doing.
"[But] I don't think I should give an opinion about the rumours before such an important game."
City face Bayern Munich in the UEFA Champions League on Tuesday.
