Man City 1-0 PSG (Aggregate 3-2)
Pellegrini hoping to lead City to UCL final.
Manchester City manager Manuel Pellegrini was delighted with his side's performance as they beat Ligue 1 champions PSG to seal a spot in the semi-finals of the Champions League for the first time.
The Chilean, who will be leaving the Etihad at the end of the campaign, is eager to seal the trophy for the Citizens.
Following last week's 2-2 draw at the Parc des Princes, Kevin De Bruyne helped City score the winning goal in the quarter final second-leg at the Etihad in the 76th minute on Tuesday, with Pellegrini believing he can lead the side to the final in Milan.
"It is one of the targets of this club to try and improve every year," he told a post-match news conference.
"I know we have received a lot of criticism for different reasons but I think that we are improving.
"It is not easy because you have very strong teams in Europe but I am sure that the target of this club is to win the Champions League.
"Of course [City could win it] this season or next season.
"If you are in the semi-final you know that you have to play against a very big team of Europe but playing in the way we did tonight - I think we played better than Paris Saint-Germain, who are a very strong team with very strong players.
"I think we have a lot of trust that we can play against anyone in the way we did against PSG."