City head into the second leg of the hectic festive schedule in ominous form, having won their last nine games in all competitions.
The Premier League champions blew West Brom away with a three-goal blitz inside the first 34 minutes at The Hawthorns on Boxing Day, despite the fact they were once again without a recognised senior striker.
Sergio Aguero (knee), Edin Dzeko (calf) and Stevan Jovetic (hamstring) have all missed City's last three matches, but James Milner has shone in an unfamiliar forward role in that trio's absence.
"I watched some games they played and I think they are playing well," the Chilean said.
"They are an offensive team who play with two strikers - they have good players.
"If you think that it is an easy game, you're going to have a big problem.
"We hope we can play against Burnley in the same way we play against any other team."
Friday's comfortable win in the Midlands kept City hot on the heels of Premier League leaders Chelsea.
City sit just three points adrift of Jose Mourinho's side and Pellegrini hopes to close that gap sooner rather than later, especially with the Londoners facing - on paper, at least - the tougher fixtures in the coming days.
"This is a very important month and a key week because we have to play nine points in just one week," the City boss added.
"I don't think this is the week that will decide the Premier League but it is important to be, as soon as we can, top of the table."
Sean Dyche's team played superbly against last season's runners-up, but failed to make their first-half dominance count and were punished by Raheem Sterling's winner just after the hour.
Dyche - who was boosed by the long-awaited return of Sam Vokes from a serious knee injury against Liverpool - was full of praise for his side in defeat, and wants them to adopt a similarly bold approach at the Etihad.
"We know the expectation is totally on them - we have that freedom against those clubs," he said.
"It doesn't get you a result but it means the players can go and play."
