Pellegrini: No Kompany regrets
Kompany was at fault for all three goals as Pellegrini's men were beaten 3-2 by the Barclays Premier League leaders in a pulsating clash at Anfield.
The Belgian's below-par performance raised questions about his readiness for action after he had suffered a training-ground injury scare on the eve of the match.
But given the normally reliable Kompany's importance to the side, and the player's declaration of fitness, Pellegrini has no doubt the right decision was made.
Pellegrini said: "He started the game because he is the captain.
"He made all the proof before the game, he said he was okay and the doctor said that, so I don't regret that.
"But I don't like to analyse individual performances with the media.
"I talk with the players and when we win or lose, it is the responsibility of the whole team."
Kompany is fit to continue as City look to get back to winning ways at home to Sunderland on Wednesday.
Top scorer Sergio Aguero is also available after returning from a five-game absence with a hamstring injury as a substitute at Anfield.
But key midfielder Yaya Toure will be missing after he was ruled out for up to two weeks with the leg injury that forced him out of the action early against the Reds.
Pellegrini is confident other players can step up to fill the void.
He said: "We have played the whole season with a lot of injuries.
"Now we have Yaya - we've had Kompany, Aguero, (Samir) Nasri.
"We were the only team that continued in the four competitions because we had an important squad and a lot of those players played well.
"He's an important player, one of the most important we have in our team.
"But we have a squad and must replace him in this moment. I am sure we are going to do it with no problem."
Sunderland are the opponents for the first of those extra fixtures as they visit the Etihad Stadium for a game postponed due to inclement weather in February.
City's destiny may be out of their hands, but Pellegrini has warned plenty can yet happen in the race.
The Chilean said: "Of course it is possible Liverpool can drop points, or Chelsea, or our team also.
"Any team can drop points every week. In the Premier League all the games are close and it's not easy to go and win."