The 64-year-old Chilean was facing the media for the first time since he was appointed Hammers manager last month.
Pellegrini was flanked by Felipe Anderson, the Brazilian playmaker, and former Arsenal midfielder Jack Wilshere, two of the seven new signings already recruited this summer.
He said: “We are trying to build a strong squad. We know the Premier League is not easy and you don’t just need a team, you need a squad.
“We have seven new players but we have three important players injured, so until the last day to bring in players we will try to build as strong squad as possible.”
Spanish midfielder Pedro Obiang has been linked with a move to Italian club Sampdoria, but Pellegrini added: “I don’t talk about rumours, when it’s official we will see what happens. If players must go we will need to find a replacement.”
