The Chilean does, however, insist that there is no great rivalry between the two and that they are certainly not enemies.
The pair have been fierce rivals for several years, with Mourinho having replaced the Chilean at Real Madrid in 2010and renewed acquaintances when both moved to the Premier League in the summer of 2013.
They are now title rivals at Chelsea and City, with Pellegrini winning the battle in his first season in England but the outspoken Portuguese boss hitting back to prevail at a canter last term.
Now, Pellegrini has hit out at his rival, saying he wants to take credit for everything.
“Last year, when we were champions, I did not open my mouth,” he told El Mercurio.
“This year Chelsea achieved the same titles as us. When he wins, he wants to take credit for everything. I do not do that.”
The Premier League pits top managers against one another each and every week, with the rivalries between bosses often providing more interest than the football on the field.
Mourinho’s outspoken nature and clever mind games have seen him enter feuds with a number of managers over the years, with notable ones fought against Sir Alex Ferguson and Arsene Wenger before now. Indeed, the aforementioned ex-Manchester United boss was also known for his spats with the likes of Wenger and former Liverpool boss Rafa Benitez.
Pellegrini, however, insists that there is no great rivalry between himself and Mourinho and that they are certainly not enemies.
“I have no problem with Mourinho and he is not my enemy,” he added.
“It is a conflict that does not exist. I disagree on everything, but that does not make me your enemy. It is his personality and is not my intention to analyse or conflict.”