Manchester City will be without captain Vincent Kompany for at least a month after he injured a calf against Champions League opponents Dynamo Kiev.
The Belgium defender, 29, has started just 13 games in the Premier League this season and has had 14 calf injuries since signing in 2008.
“Vincent has again a muscle injury in his calf, the same problem he has had before,” said Pellegrini.
Kompany is set for a scan on either Wednesday or Thursday.
But Pellegrini expects the player to be out for “a minimum of one month”, adding: “Vincent must be very strong mentally.
“It’s very difficult to accept but he has nothing else to do.”
Kompany will sit out Sunday’s derby against Manchester United and is likely to miss the Champions League quarter-final first leg on 5 or 6 April.
His importance to City is clear. This season, they have conceded a goal every 156 minutes when he is on the pitch and every 70 minutes without him.
Kompany on injury
Writing in the match-day programme before the game, he discussed his injury problems.
“I play for a club that has big expectations and one of those expectations is for me to immediately start pulling in performances that are worthy of this team,” he said. “In that respect, I have had to hit the ground running.
“Normally you get a period to settle back in, perhaps play a couple of practice games, and get yourself 100% right.
“That hasn’t been possible at this stage of the season. I haven’t been eased back in. I have played in some very big games in the last few weeks but I am fit and focused. My preparations are absolutely right.
“My whole life at the moment is forgetting what has gone before…”
BBC Radio 5 live co-commentator Andy Townsend said Kompany’s injury should be a serious concern for Manchester City.
“This is a recurring injury and it’s becoming a chronic situation with his calf,” said Townsend. “It must be seriously worrying for him now.
“The club have to seriously think about the lad’s long-term career. This injury is such a persistent one that he is going to have a serious, serious issue if he’s not careful.
“With players I’ve spoken to over the years who have had recurring problems, like Michael Owen, they say you run on the field and you’re petrified that your body is going to let you down.”
Pellegrini, who will leave the club in the summer to be replaced by current Bayern Munich boss Pep Guardiola, said reaching the last eight for the first time is “a very important achievement for the club”.
City will learn their quarter-final opponents in Friday’s draw, with Barcelona the side to avoid according to Pellegrini.
Luis Enrique’s side are not yet through to the last eight but hold a 2-0 lead over Arsenal ahead of Wednesday’s second leg at the Nou Camp.
“The team that it is better than all the other teams is Barcelona,” said Pellegrini. “I think all the other teams are at a similar level.”
Barcelona have knocked City out of the Champions League in each of the past two seasons.
Despite City’s progress, Rio Ferdinand is unimpressed.
“I think they’ve gone backwards,” the former England and Manchester United defender told BT Sport.
“Have they got any real chance of winning the Champions League? No. They’re further down than at any time since the money was injected.”