After the game,
he criticised the club
for not quashing reports that a deal with Pellegrini, 59, was already done.
"You [the media] continue to speak about this for six months and also too much in the last two weeks," said Mancini.
"I don't know why the club didn't stop this because I don't think it's true."
City officials met with with Pellegrini's agent, Jesus Martinez, in April. Martinez also represents Malaga midfielder Isco, a reported target for the Blues.
Mancini said he did not know why the meeting had taken place.
The former Inter Milan manager's fate could have been sealed even before Wigan's 1-0 win on Saturday. After his criticism of City officials, there are now suggestions he may even lose his job this week.
Mancini on ruthless football culture
It is understood there is no formal announcement planned as yet but the silence surrounding Mancini strikes an ominous tone for the former Lazio boss.
The defeat by the Latics ended City's bid to regain the trophy they won two years ago, a success that ended a run of 35 years without major silverware.
Twelve months later, City won their first top-flight title in 44 years, beating Manchester United on goal difference on a dramatic final day of the season.
But Mancini has overseen a lacklustre defence of the Premier League crown, with United regaining the title with four games to spare. City are currently second in the table, with two games remaining.
City's Champions League campaign also ended in disappointment. They finished
bottom of a group
that also included finalists Borussia Dortmund, Real Madrid and Ajax.
City were unable to register a single win from their six games, the second time in as many seasons they have failed to reach the knockout stage.
Chilean Pellegrini, who has previously had spells in charge of Real Madrid and Villarreal, took charge of Malaga in November 2010.
In his first full season in charge, he guided Malaga to fourth in La Liga and Champions League qualification for the first time.
Malaga reached the last eight of the Champions League, before being knocked out by Dortmund. They are currently sixth in La Liga.
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