Pellegrini will not risk fielding fatigued players and has said Aguero and other South American players with City will miss the start of the season.
Aguero, Demichelis, Zabaleta and Fernandinho have extended breaks and are yet to link up with the team, due to the roles they played for their country in the Copa.
The Chilean manager wants his squad to get the needed rest before facing West Brom and Chelsea in the first and second match of the season respectively.
“I think in football it’s so important to work hard but also resting has the same importance,” Pellegrini told reporters.
“You have so many games throughout the year that if you don’t give them 30 days after they’ve finished their internationals, it’s very difficult for them to work hard.
“It’s more difficult for the South American players because Pablo Zabaleta, Martin Demichelis, Sergio Aguero and Fernandinho finished later, the first days of July, so they won’t have 30 days.
“I think when we return to Manchester they will start their pre-season. Maybe they will not be involved in the first game but I am sure they will work hard and will be involved as soon as they can.”