Villarreal president Fernando Roig admits Emery's decision blindsided them, though has since hired Quique Setien as his replacement.
Pellegrini said: "There are several angles to look at this situation. There are not many times that a coach leaves the club and there are many times that a club fires a coach. If there is a contract involved and both parties put an exit clause, for something they put it in, they are not breaking a contract, they are upholding a contract that justifies it.
"I don't know the reasons, each one will see what is best, but at the moment in which there is a clause, no one has broken any contract and no word. And I reiterate, it is easier for the coach to commit to a club than that of the club with a coach when the results are gone.
"I don't think Unai's position can be criticised at all , he was at a big club like Villarreal and he was happy, but he must have considered that it is a different option and his contract allowed it, a contract that Villarreal signed.
"I personally like to comply with contracts, but the exit clauses are placed by both parties, so if one makes use of an exit clause, they are complying a contract that is signed by both parties."