City had to dig deep against a determined Terriers, coming from behind to take all three points with another late Raheem Sterling winner.
"We are going to lose a game,” said Pep. “Today was so close. With one game a week, you are less likely to drop points, but with three games a week and four competitions, it is impossible.
"When it happens, I want to see how we are going to react.”
As City continue to equal, break and set new records, the boss added: “Eighteen wins in a row is amazing, including 11 Premier League wins in a row. We are in a good moment. It was a big win in a real Premier League game.
"Winter has come. In these kind of situations, you have less time to recover and it is so physical. Huddersfield defended well. Around their box, it was complicated.
"In the first half, we played good. We have scored one or two in the last minute. To win titles, it's so important. There are no easy games.
"With spirit, we can go on. I could see our fans were so happy to see their players fighting to the last second.
"It's all about how you react in situations. It's football. Keep your heads up and be positive to the final kick.
“Huddersfield have an amazing crowd. We knew that from last season in the FA Cup and I saw the game against Man United.
"They supported them a lot in the second half with the interruptions, the physicality and the duels.
"In this situation, we showed a lot of personality and I am so happy."
And on match-winner Sterling he said: “It's not just about how many goals he scores or how many chances he creates.
It's also about how he keeps the ball and his movement. He is still young and we can improve him to become a better player. We are so happy with his performance."