Palace the first of eight finals for Pellegrini
The Chilean has warned City cannot afford to drop any points in the closing weeks of the campaign if they are to climb above Chelsea and retain their title in May.
City trail Jose Mourinho's side by six points ahead of the next round of games, with Chelsea also having a game in hand on the defending champions.
"We have eight finals from now until the end," he said. "I hope the way we finished against West Brom is how we can continue.
"Of course, if we want to win the league we must not drop any points, it is easy to say it but not to do it.
"I always expect to win every game from the beginning until the end. We are obligated to win every time.
"We know that we must try to win all of our games and we must try to do it. We are just planning to win against Crystal Palace on Monday – there is nothing more important than the next game."