David Silva and Yaya Toure were both forced out of Manchester City's Capital One Cup defeat to Newcastle United due to injury last night.
City will anxiously await updates on Silva and Toure, but the former certainly looks doubtful for the visit of Manchester United.
Pellegrini said: "We will see (on Thursday) with the doctor. I can't tell you now exactly at this moment. David has a problem in his knee. I don't know how serious it is.
"Yaya was a little bit tired with his groin so I didn't want to risk him (any longer)."
Pellegrini, who made seven changes, claimed he had no regrets about the selection of Silva.
He said: "There was no reason David could not play. We played on Saturday, we had four days to recover. David was perfect to play."
