Manchester United produced a commanding performance to beat Betis 4-1 at Old Trafford in the first leg of the European tie at Old Trafford on Thursday night.
With such a scoreline, the Red Devils have one foot in the quarter-finals of the Europa League and not many are expecting Betis to conjure a comeback at home in Seville next week.
However, Pellegrini stressed that he is not prepared to give up even before the second leg is played at the Estadio Benito Villamarin.
He insisted that it would not be the first time a team staged a comeback in the second leg but conceded that the challenge is to do that against a team of Manchester United’s stature.
Pellegrini was quoted as saying by Spanish daily AS: “Never in football is a tie lost before the game is played.
“We have 90 minutes left at home and we have to try from the first minute to reverse the score.
“It won’t be the first time if it gets done but it’s not easy either because we are going to play a big team such as Manchester United.
“We are going to try, no doubt about it.”
The Real Betis boss insisted that his team need to believe that they can put Manchester United under pressure and potentially stage a comeback at home.
“We will try to play well in Seville, after playing against Villarreal.
“In football, you should never believe that the tie is over. We have to make up our minds about trying.
“If we can, we will continue in the Europa League, and if not, continue in the league and try to finish as high as possible.”