James Milner came to City's rescue when he scored an injury time winner over Sheffield Wednesday in the third round of the F.A.Cup.
Atdhe Nuhiu gave Wednesday the lead in the 15th minute. Pellegrini's men then forced two corners in succession after a Bacary Sagna attempt was deflected behind.
City improved after half-time as a pass from Jesus Navas skimmed across the area, which Frank Lampard failed to connect. Yaya Toure had a shot blocked later on.
Milner grabbed the headlines but the real catalyst for City's fightback was the double introduction of playmakers David Silva and Samir Nasri just after the hour.
Milner scored City's first with a finish from a round-the-corner pass from David Silva. Milner then fired another volley in extra time to help City win.