Although the full extent of the groin injury Vincent Kompany sustained during this week's win over Newcastle is still to be revealed, the City skipper has no chance of making the trip to south Wales.
Indeed, he is having intensive treatment just to have a chance of being available for the following weekend's encounter with Hull and in all likelihood, will miss that too.
It is a major blow for Pellegrini given City have not brought in a replacement for Kolo Toure, who joined Liverpool in the summer, and Nastasic has been out with an ankle injury sustained during the club's pre-season trip to Hong Kong.
The good news for Pellegrini is that Nastasic has now returned to training.
With Joleon Lescott the Blues' only fit centre-half, the Serbian will certainly be in Pellegrini's squad for the trip to Malky MacKay's newly-promoted side.
However, whether the City manager is willing to risk Nastasic from the start depends upon how the Serbian reacts to his return to training.
Should Pellegrini opt against naming the youngster in his starting line-up, it is most likely Javi Garcia would be selected alongside Lescott, having been called upon from the substitutes' bench in Monday's 4-0 win.
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- Vincent Kompany