Under Mourinho, dysfunction and controversy has ravaged the United dressing room, and despite significant investment, quality performances on the pitch have failed to materialise.
According to Corriere dello Sport (via Football Italia), Pellegrini's agent Giacomo Pocetta met with Manchester United directors on Saturday, where a "huge proposal" was put forward for the 22-year-old.
City may be top of the table and have just beaten Shakhtar Donetsk 6-0.
In 2017 and 2018, Mourinho based his players at UCLA in California during two more trips to the United States.
Belgium take on Iceland on Thursday night before they travel to Switzerland on Sunday in a UEFA Nations League double-header, both games live on Sky Sports.
Moroccan global centre-back Mehdi Benatia has been linked with a move to several clubs ahead of the January transfer window with Premier League giants Manchester United mooted as one of those interested sides.
O'Neill said: "If he has committed himself to us now - as he has done - then we'll think about playing him in the game". We're a few games into the season, we're not even in middle of November and we're even struggling to get a Champions League spot.
That led to Arsenal being forced to let him go to a major rival, and one imagines he's tarnished his reputation with Gooners forever as a result. So we're happy because it's a win that gives us a lot.
But despite showing glimpses of his undeniable class for the Washington outfit, the reality is that age has caught up with the former Manchester United star.
"You'd expect a little bit more out of him. he has got a presence but I look at some of the midfielders around and David Silva has been a fantastic signing for Manchester City".
"You have got players like [Anthony] Martial, Pogba, [Marcus] Rashford and Lukaku".
"United players need to have the personality to cope with that".
United have spent four of their last five summers in the United States.