The boss says he has learned over the years how to cope with that pressure and ensure his players are driven rather than weighted down by it.
Winning trophies continually, he believes, only adds to the expectation that you must continually keep winning – but he adds he also enjoys that challenge.
“It is good in one way, it is demanding,” said Pep.
“But it has happened every season I have been a manager - after we won the league at Barcelona.
“I was a failure at Bayern because I didn’t win the Champions League and I would be failure here if Ederson did not save in the last moments from Lukaku.
“I learn from many years that in football and in sport, not always you can win - you have to accept it, improve, and move on from that.
“It is better [to have the pressure] - I would love to be in semi-final of the Champions League. It is much better.
“Even now, knowing what we have done is exceptional, it is not normal - we are here fighting again for the Premier League - it is not normal.
“I don’t need to drop to know it is not normal what these players have done.
“No points can be dropped - trust in your players and that is a big thing and a big weapon.
“We [could lose these] four games, but that would not mean I do not trust my players - it is impossible because I saw them. It will not change at all the opinion.
“We are fighting for something no club in this country has ever done - ever - and we want it.”
And the boss also added he is delighted to have reached the 300 Premier League games mark, with City and says he isn’t tired after another exhausting campaign – mainly because he doesn’t have to run!
“It’s a good milestone. I am so proud,” he said.
“I am not [tired]. Sometimes I am tired, but I don’t have to run!
“That’s why it’s fine. It’s good to be here in the final of the FA Cup and challenging again to retain the title, that’s all I can say.”
