First-half goals from Sergio Aguero and James Milner put the Premier League champions on course for their first win in Group E.
It would also have been their first European victory since beating Bayern Munich in December last year, but an underwhelming display after the break leaves their hopes of progression in the balance.
Seydou Doumbia pulled one back for the hosts at an Arena Khimki without supporters due to UEFA sanctions for fan trouble, before Ahmed Musa was fouled inside the area by Aleksandar Kolarov.
Bibras Natcho levelled from the spot, leaving Pellegrini to bemoan his side's second-half display.
"Football is 95 minutes not just the first half," the Chilean explained.
"We played well and had clear chances to score two or three more goals. We have to play for 90 minutes against a good team - we gave them space.
"We have nine points more to play [for], after we've played those games we will see who has more points. We will play and fight until the end."
