The result means that his side are out of this season’s FA Cup after fielding a team which included five full debutants.
Tosin Adarabioyo, Aleix Garcia, Manu Garcia, Bersant Celina and David Faupala all made their first starts for the club in the fifth round tie and they impressed.
Pellegrini said: “Unfortunately for us, we couldn’t play another game and we couldn’t have more players fit for this game so we knew it was a very difficult chance to continue in the FA Cup but because the game was played today we couldn’t progress.
“If we play on Saturday it’s better for us because we have to play for England in the Champions League on Wednesday so it’s better for England.
“The second thing is that we have six players injured and we don’t have more than 13 players so we could not take the risk to continue having injuries to the players that we have.
“After that, we came up against a very good team.”
The Chilean was pleased with how his young side started but admitted that the tie was lost inside five second half minutes.
“We played a very good 45 minutes in which we equalised the game. After that we threw away the game in five minutes by conceding two goals too easily,” he stated.
“The first one we were attacking and conceded a counter-attack and then a set-piece. Of course, then they played well and scored more goals."