Roma enjoyed a 5-1 triumph at the Stadio Olimpico.
"It went well, but the important thing is that the ball goes in the net," Pellegrini told Sky Italia.
“They took us by surprise and it was important to turn this around.
“This is just the beginning. There is something special at Trigoria this year, a feeling since Mourinho arrived that I've never felt before at this club. We have to continue like this and keep improving if we want to win something.
“You can just sense something special that I personally have not felt before at Roma."
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