City were knocked out of the UEFA Champions League at the hands of Barcelona on Wednesday, having previously slipped six points behind league leaders Chelsea with a shock defeat at Burnley last weekend.
As Pellegrini's men prepare to return to domestic action against West Brom on Saturday, the Chilean has moved to play down criticism aimed at City.
Asked on Friday whether he was still enjoying the job, Pellegrini answered: "Yes. I have just played Barcelona in the Champions League, now we are fighting for the best league in the world.
"If you do not enjoy it, you should see a doctor. We are in second position and that's not a disaster, only Chelsea have done better. We try now to play the last nine games at our best.
"I have been here less than two years. Last year we won the league and a cup [the League Cup]. That is not easy. Everyone in England is strong.
"Every manager, when they have not been winning, is under pressure. It has happened with Liverpool, Arsenal, now me.
"In Spain, the same has happened with [Real Madrid coach] Carlo Ancelotti and he has won four titles."
For the visit of West Brom, Pellegrini looks set to be without Yaya Toure due to an Achilles injury, with Aleksandar Kolarov (muscle) and James Milner (knee) also doubts.
"We haven't had long to recover. Maybe we are going to refresh the team mentally," the City boss added.
