City host the current German and European Champions tomorrow evening (Wednesday) with both possessing identical records following week one victories and Pellegrini expects no hangover from defeat at Villa Park.
"I always expect a good response from the players. We started very well in this Champions League, and it's very important for us to continue. We play at home against the most difficult team in the group, so of course we need a high performance from all the players and I am sure we will see a very good game."
Opposition manager Pep Guardiola is certainly not discounting the threat City possess, agreeing that they can make an impact on the tournament this season:
"Like Dortmund last season, it was the first time they qualified [for many seasons]. I have the same feeling it can happen. City are one of the biggest clubs in Europe - they didn't get through in the last two seasons but I am 100% confident they will get through.
"I know some of their players, [David] Silva, [Alvaro] Negredo and Yaya [Touré] - incredible squad, played very well so far. Tomorrow will be a big test for us."
Bayern come into the clash following a 1-0 win at the weekend against Wolfsburg and are beginning to settle into a rhythm under Guardiola following his arrival in Bavaria.
Pellegrini is boosted by the likely return of David Silva to the City squad as they look to set themselves up with an excellent platform ahead of the critical back to back fixtures with CSKA Moscow.