Cedric Bakambu and Jesus Rodriguez struck the goals for Betis as they won the first-leg of their quarterfinal 2-0.
Afterwards, Pellegrini said: “In the first half we scored twice and had a couple more chances. The second half we totally dominated – we had a couple against the post. We didn’t drop our intensity across the 90 minutes which is fundamental. Now we have to go there without letting this result affect our mindset.
“We couldn’t finish off the chances we had, but we kept looking for the 3-0 and had a couple of attempts against the post and a couple of other clear chances. I don’t want to criticise the players for not doing more – we were very secure defensively, and we had good number of opportunities offensively and got the 2-0 win.”
He added, "Isco wasn’t ready for more than 45 minutes and was on a yellow card. I was the same for Diego Llorente and Natan. Both had yellows and I didn't want to take a risk with them, so it was about taking one off and and that’s why Bartra came on. As for the other changes, Jesus Rodríguez had a stomach problem which stopped him carrying on and Antony had a niggle."
Meanwhile, Bakambu said: “We played a great game today. It’s only the halfway stage and we have the second leg which won’t be easy. We’ve done half the job and need to finish it off with a great game.
"I am convinced we will go through.”