Robert Navarro struck the winner on the night, leaving Cadiz just two points from safety.
Pellegrino said: "It is an important victory for the three points. Sometimes you have good games and you can't get them.
Advertisement
Advertisement
"This rounds out a bit of the performance that has been very good. We have been calm, attentive and focused. We are happy for what is to come.
"We have to keep in mind that the team is growing and has the feeling that it can win games.
"We were surprised that they played like that. We expected a team that would try to be more aggressive in the pressure up front. They looked for their game, our mistake. We provided good coverage for their men up front. I don't remember many dangerous chances from them except for that final shot."