It is a situation where results are what matter for the Saints, who do not want to find themselves dragged into a relegation battle in the last few weeks of the season.
But Pellegrino also knows fans want to see goals and nice football. And he promises that will come.
"You have to be careful with your analysis because psychologically the belief or the feeling the people have got about some players, about us, about the manager, about the club, about the board, is not the best," he said.
"Football is an emotional game. When you lose everyone is unhappy, when you win everyone looks really handsome, with blond [hair] and blue eyes. But when you lose you are not too handsome.
"I like the adrenaline, I like the pressure, I like to talk to my players even in a difficult situation like right now.
"It's part of our life. I feel alive in this job, but who wants to be on the side of the loser? Nobody."