The Chilean ended Joe Hart's run of 123 consecutive Premier League starts when he opted to go with Costel Pantilimon in the 7-0 victory over Norwich City on Saturday.
Hart's position came under threat following a spate of mistakes for club and country, with Pellegrini finally deciding to take him out of the firing line.
City's qualification prospects from Group D would be greatly improved by a victory over their Russian visitors on Tuesday, but it remains to be seen who will be in goal for the hosts.
Pantilimon, who has kept three clean sheets in as many appearances this season, has not played in the competition since appearing in a qualifying match for Poli Timisoara in 2009.
The reverse fixture between the two sides in Russia, which City won 2-1, was overshadowed by Yaya Toure's claims that he had been racially abused by the home fans.
The Russian Premier League outfit can ill-afford to lose if they are to reach the last 16, with last month's defeat to City their second in three group games.
Since the loss to Pellegrini's side, CSKA have arrested an alarming slide in their domestic form, ending a five-match winless run with back-to-back victories over Krasnodar and Volga, leaving them fourth in the table.
Up front, Seydou Doumbia carries CSKA's most potent goalscoring threat, with six goals in nine league appearances.
