The Hammers suffered their fourth defeat in four Premier League matches when they succumbed to a 1-0 home defeat to the Wolves on Saturday.
Pellegrini is well aware the expectations were much bigger following a huge spending in summer transfer window, but said that his side is still struggling with last season’s problems.
“The fans have the last season in their mind,” the Chilean manager said. “They see that we are continuing with the same problems as last season where this team played not to be relegated all season.
“They had expectations, they saw we brought in new players and, of course, the desire to see the team playing well is high.”