The Belgium international hurt a thigh during the 4-2 derby defeat at Manchester United last Sunday and a prognosis on the defender's recovery is not yet forthcoming.
"Kompany has a muscle injury - we don’t know how long he'll be out for. We don't know if he will be fit before the end of the season," explained the Chilean.
Pellegrini has a number of other injury concerns ahead of Sunday's Premier League clash with West Ham.
"Dedryck Boyata is fit. [Stevan] Jovetic, [Wilfried] Bony, [Gael] Clichy, [James] Milner and Kompany are not fit for Sunday.
"It's more important than ever to have the fans, the players and the staff together as one. We are one club."
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