The Premier League has already seen several managers sacked before the busy winter schedule, with Mauricio Pochettino and Unai Emery joined by Marco Silva who have left Tottenham, Arsenal and Everton respectively.
While bottom-of-the-table Watford have already sacked two managers with Javi Gracia and Quique Sanchez Flores both shown the door at Vicarage Road.
Pellegrini took over from David Moyes and the Chilean thinks the Hammers have improved during his time at the club.
“I think that this season we have improved a lot,” continued Pellegrini.