The defending English champions have once again made an underwhelming start to their European campaign having managed to pick just two points from their opening three games. The Citizens are already seven points behind group leaders Bayern Munich who along with Roma are not favorites to make it to the next round. This leaves City in the danger of getting knocked out of the preliminary round of the competition for the third time in four seasons.
Pellegrini on the other hand has remained confident despite City’s poor run and has maintained that a Champions League title is one of the club's priorities.
"Of course our target is always to try to win the Champions League. We must put in our mind that we are able to do it, that we have a good squad," he said.
"Maybe there are five or six squads better than our squad or at the same level as our squad that also want to do it, but with a winning mentality and an ambitious mind, you must always think you can do it. I think we have time to prove it."
Man City managed to claim a place in the last 16 of the competition during the Chilean’s debut season at the Etihad and the former Malaga head coach is eager to improve on that this season.
"This team are doing very well here in domestic games because in the last three years we won two Premier Leagues and one runner-up and won two cups also. So, you must add international games with the Champions League.
"Last year we did one stage more than the other years. I hope that this year we are going to continue improving."
The City side will be in a buoyant mood following a 1-0 victory over arch rivals Man United over the weekend when a solitary goal from inform Sergio Aguero gave them the victory in the Manchester Derby.
The Citizens must now strive to show the same consistency in European games. In their last Champions League game City surrendered a 2-0 lead against CSKA Moscow as the match ended in a 2-2 draw.
CSKA on the other hand suffered a 1-0 defeat at the hands of league leaders Zenit but will be boosted by the return of Pontus Wernbloom and Alan Dzagoev who are expected to start after returning from suspension. However the Russian side will be without the likes of Rasmus Elm (stomach) and Kirill Panchenko (knee).
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