Pellegrini: UAE trip had no impact on cup defeat
The Premier League champions played Hamburg in a friendly in the United Arab Emirates on Wednesday and only returned to the UK on Friday.
Goals from Patrick Bamford and Kike subjected City to shock exit in a 2-0 defeat at the Etihad Stadium on Saturday, but Pellegrini does not believe the trip had any impact.
"No, I don't think so," he told BBC Sport. "It's easy to have an excuse, but I don't think that was the case."
Pellegrini conceded the Championship outfit deserved their win and turned his attentions to chasing down leaders Chelsea in the Premier League and going as far as possible in the UEFA Champions League.
"Before they scored the first goal, we had five or six clear chances," he added. "They didn't have one chance.
"But we conceded a very easy goal, and the game changed. We were nervous.
"They are a team who work well; that's why they are second in the Championship. They had opportunities to score more goals and deserved to go through.
"Now we must continue in the Premier League and Champions League. I wanted to continue in all the competitions but now we must focus on the Premier League and Champions League.
"We now have a difficult game against Chelsea [next Saturday]. We must reduce the five-point gap."