Betis won 2-1 thanks to Luiz Henrique's 88th minute winner.
Pellegrini later said: "In the first half we handled the game and we created many chances, we were close to scoring four times.
"The second half was more balanced, but we still kept control of the game.
"We played away from home against a great team and even in the second half we always tried to win. We cannot say that Betis are qualified, because there are still nine points available and we have to wait."