"It's normal we are linked with the best players in the market," he said.
City are interested in Messi after he cast further doubt over his future by admitting he does not know whether he will stay at the Nou Camp.Reports of a falling out with Barca boss Luis Enrique and have also increased speculation over the Argentina superstar's position.
Chelsea and Manchester United are also keen on Messi but Pellegrini's comments suggest he is on City's radar.
The 27-year-old has a staggering £210m release clause at Barca and would expect a six-year deal worth around £270m elsewhere, taking any mega move to £480m.
