The former Manchester United attacker has struggled for consistency since the New Year.
However, before their Europa League quarterfinal first-leg at Braga, Pellegrini was eager to highlight that Antony has been carrying a long-term injury.
He insisted: "Rather than talking about any particular player, I prefer to give my general opinion.
"If we've been able to remain competitive in both competitions these past few years, it's because we've had a squad that we've used in the best possible way. You have to analyze each match to see what the best starting eleven is, given that we're a very competitive team.
"I don't want to focus on any one player, but rather on a playing policy and philosophy where players go through better and worse periods.
"Antony is suffering from pubalgia, which isn't easy, but we also owe a lot to Antony. We try to build a competitive team regardless of the individual players in each competition."