The 61-year-old Chilean would consider managing in the States down the road, with New York City FC a possible destination.
Pellegrini, 61, was speaking at his pre-match press conference [h/t ESPN FC] ahead of Wednesday night’s friendly clash with Toronto FC at BMO Field – the first match of City’s postseason tour of North America.
The Chilean, who has been in charge at the Etihad Stadium since June 2013, has one more season left to run on his contract but his future has been the subject of recent speculation following the club’s failure to win any silverware this term.
His position looks to be safe for the moment but, having already plied his trade in five different countries during his managerial career, the former Real Madrid boss would be open to a stateside move at some point.
Adding that City’s sister club – MLS expansion side New York City FC – could be a possible destination, Pellegrini said: "You don't know what will happen in the future. It's a league that is improving, that is growing every year. We have now an important link with New York City, you never know what happens.”
After winning the Premier League and League Cup during in his first season at City, Pellegrini saw a run of six defeats in eight games this winter end both his side’s Champions League hopes and chances of claiming a second consecutive top-flight title.
That disappointment has resulted in a host of high-profile figures being linked with his job, including Pep Guardiola and Jurgen Klopp, but he insists that club officials have given him assurances that he is not in danger of being replaced.
“I have a great communication with them and I don't have any doubts even in the worst part of the season,” added Pellegrini. “They always give me assurances. Not just because we have finished winning."