Pellegrini's commitment to attacking football, one of the reasons he was hired following the sacking of the more cautious Roberto Mancini, has triggered a flood of goals.
City's tally of 34 goals in 12 Premier League games is 10 more than any rival, including leaders Arsenal, whom they trail by six points having suffered four defeats, mainly due to errors at the back, including unexpected losses at Cardiff and Sunderland.
City host Swansea on Sunday on the back of a 4-2 home win over Viktoria Plzen in the Champions League which featured some sloppy defending from Pellegrini's side.
The Czech minnows have not won a point in their group games, but they threatened to embarrass City for long spells at Eastlands and Pellegrini has demanded they tighten up at the back.
"The last games here at home in Champions League, both teams scored two goals," Pellegrini said.
"It is too much, especially in the last game. Plzen scored not just two goals but they had more chances."
Pellegrini is refusing to disclose whether England goalkeeper Joe Hart will make a Premier League return against Swansea after featuring for the first time in a month against Plzen.
Hart was not at fault with either of the Plzen goals, but Costel Pantilimon had not done much wrong in his five appearances after Hart was dropped.
While he is unhappy with his defenders at present, Pellegrini also conceded that injuries, particularly to Vincent Kompany, City's defensive rock, have clearly played their part in the team conceding 12 goals.
"One of the reasons must be that we made a lot of changes every week, especially centre back," he added.
"I think the individual performances in defence is very important. If you play in attack, and you play not so well, it is not so important for the team.
"Goalkeepers, centre backs have one mistake in a game and maybe the other team score a goal."
Swansea, who lost in midweek to Valencia in the Europa League, will have to raise their game to threaten City's impressive home record, which included a 6-0 thrashing of Tottenham that left their coach Andre Villas-Boas to declare that his team should be "ashamed" of their performance.
However, Pellegrini said: "I don't think it will be easy. Swansea is a very strong team.
"After Manchester City, they are the team with most possession in the Premier League. We must play a very good game.
"Because we won against Tottenham doesn't mean we are going to win against Swansea.
"For me the most important thing is to win the match. If we can win 1-0, perfect. If we can score eight goals, also perfect.
"We are going to try always to be an attacking team but also a balanced team."
Meanwhile, Swansea boss Michael Laudrup has told his side to show no fear when they face City.
"City are the best home team in the league with 26 goals in six games so we know it will be a tough afternoon, but we can only surprise people there," Laudrup said.
"Everybody expects City to win by a few goals because they've done that against everybody including Manchester United and Tottenham.
"You can't play with fear in football. There is a lot of respect, you have respect for everybody, the ones on top and at the bottom, but never fear."