The Premier League champions have lost to Stoke and Bayern Munich as well being held to draws by Arsenal and Chelsea in their most recent outings.

Pellegrini said: "First of all, we were very unlucky not to win one of those games but of course when you don't win, you have some problems you must improve.

"But am I worried about the team? No, because I think we are not playing badly. Especially in the games against Arsenal and Chelsea we played really well.

"Maybe against Bayern we didn't play the 90 minutes in the way I like the team to do it but it is not easy to play against Bayern away. We didn't do a bad game. But it is important for us to start getting three points in every game."

City now have a chance to claim a confidence-boosting victory when they host Sky Bet Championship side Sheffield Wednesday on Wednesday evening.

But Pellegrini will urge his players to treat the Owls with respect, as they are coming off a good run and City were victims to Championship opponents in the FA Cup last season, when Wigan won at the Etihad.

He said: "When you play against a Championship team it is very difficult, the motivation is not the same and they always try to come here and win. Last season, we were eliminated here in the FA Cup against Wigan, a Championship team.

"We won the Capital One Cup last year and we hope tomorrow we can start in the same way we played in the competition, conceding I think just one goal (en route to the final) and winning all the games.

"Sheffield Wednesday have lost just one in the last 10 games, but I am sure the team will be conscious of what we have to do if we want to continue in the Capital One Cup."