The duo have been exchanging words in their press conferences in recent weeks, with Mourinho persistently portraying his own side as underdogs in the Premier League title race, despite Chelsea topping the table.
But Pellegrini claims Mourinho's statements go over his head.
"I don't think that those are mind games," he said. "I don't think any managers can be affected by those kind of things.
"I don't respond about things that Mourinho says every week, because we will continue to try talk about things that are not from football.
"If you remain always in silence you may agree with some things - talking about referees and Financial Fair Play, I don't think is the way."
Mourinho's latest rant related to the Football Association's decision not to ban City midfielder Yaya Toure for a kick out at Norwich City's Ricky van Wolfswinkel on Saturday, but Pellegrini insisted he backed the governing body's stance.
"I suppose the FA act the way they think is best for all the teams," he continued. "I trust in the FA and I trust in the referees”
Pellegrini's men have failed to win in consecutive games for the first time this season, but the Chilean is confident his side have not blown their chances of winning the Premier League.
"We are not in our best moment but we must play now in Premier League," he added. "I hope the team returns to our normal performance.
"I think it’s normal that all teams will drop points, but from the last (available) 30 points we won 25."
City face Sunderland on Wednesday, with the sides set to meet again in the League Cup final on March 2, and Pellegrini is not expecting both matches to follow the same script, stating: "We are going to play against them (Sunderland) in the final but (Wednesday) will be different."
Pellegrini also confirmed Samir Nasri (knee) and Javi Garcia (knee) had returned to training following injury, while Sergio Aguero (hamstring) and Fernandinho (groin) would be out for another week and Matija Nastasic was sidelined with a knee problem.
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