The Belgian youth international looks set to ignore the Premier League for La Liga.
The Liverpool manager has a big task in the summer with the Reds losing big characters of Jamie Carragher, Luis Suarez and Steven Gerrard over the course of three seasons.
Loic Remy spent last season playing for Newcastle, before signing for Chelsea.
Milner has been linked with a move to Liverpool on a free transfer according to reports this week, and Pellegrini updated the media on the current state of his squad.
Former Barcelona prospect Bojan Krkic has been in impressive form following his transfer to Stoke.
The 53-year-old has been backed by a key supporters' group at Selhurst Park.
Tottenham Hotspur star Jan Vertonghen seemed to tease his teammates on social networking site Twitter on Thursday.
Leeds United boss Neil Redfearn has hinted at the formation system he'll be using in the near future.
Reports have linked Southampton with a loan move for Porto midfielder Juan Fernando Quintero.
Belgian wonderkid Youri Tielemans has agreed to pledge his future to Anderlecht.