“I really can’t believe we’ve lost this match.
I think Sunderland won the match with just one shot on our goal in 90 minutes,” Pellegrini told Sky Sports.
“We had several chances at least to draw but we couldn’t do it. When you are one goal behind you are always playing against the score, against the time, and against the other team.”
City have now picked up just four points from a possible 18 away from the Etihad Stadium after registering one win, one draw and four defeats from their six away games this season.
But despite their dismal record on their travels, Pellegrini does not believe his side has anything to improve on to turn around their fortunes.
“When I think about what I would change, I think nothing. We are really playing well but the points say that we have just won four points away.”
Victory was another step in the right direction for Sunderland under new manager Gus Poyet.
The Black Cats have won two of their last three matches and have opened up a three-point gap from 20th-placed Crystal Palace.
An ecstatic Poyet told reporters: “They were outstanding. I am very proud, very tired like I played the game. If you can see the players standing on the bench everyone was like they were playing the game that is how much it means to us.”
City’s failure to score represented Sunderland’s first clean sheet this season.
“The proudest time is when you are able to keep a clean sheet against a team like Man City,” Poyet continued. “A team who did not keep a clean sheet before, It is perfection.”
(Reporting by Tom Hayward, editing by Justin Palmer)