Betis won 3-1, with Chimy Avila, Marc Bartra and Ebde Az scoring for the visitors. Sergi Bernat scored for Sant Andreu.
Pellegrini said afterwards: "In the first half it seemed like the players were playing with a burden on their shoulders. We didn't make three passes in a row. We fixed that in the second half. Then we played better football and got the result.
“We knew that the match would be difficult. Firstly because of the surface, artificial turf, then because of the opponent and thirdly because we are going through a difficult moment. But victory always helps to improve. We had to win to go through.
"We are currently missing midfielders and that is noticeable in the game because we are not able to link up.”
He added, "Mateo Flores came on very well and helped us control the game and have more possession. In the second half there was a significant improvement and hopefully it will help us in the future."