Speaking to BBC Sport about his career, Pellegrini was honest about his time at West Ham and why he thinks he should have waited longer for an offer.
“Coming back to England with West Ham was maybe not my best decision, but I did it because I wanted to return to the Premier League.
The first season was not bad. But the club was exactly the opposite of Manchester City. They had two or three bad moments and they wanted to change the manager.
They knew I left a lot of things to go to West Ham. I had a contract in China. I changed a lot of things. The aspiration to fight for better started in the first year I was there. They invested more money.
For different reasons you can have bad moments. But in that moment, as a manager, you must be sure the owners will continue. They did so many things for me to go to West Ham, but the first thing that went wrong, they sacked me. That is not the style of club that I like.
The West Ham fans are unbelievable - 50,000 every game with the passion for the team. I have no complaints about the fans because they were always with me.
Looking back, when I finished in China, if I waited a little bit more I could have had another club. But West Ham were keen and convinced me.”
The 70-year-old is also open to international mangement and would love to be in charge of his home country, Chile.
“To finish my career, I would like to manage my national squad, Chile.
But I always preferred clubs because I like to work with players every day. You can improve them and talk with them.
In the national squad, you work in an office for the most part of the year. You get the players for two games in five days and then they return to their clubs. It is difficult to work in that way.
I had three or four offers to be the national coach in Chile. I hope someday I will do it but for now I have my contract in Betis.”