Betis were 3-0 ahead at halftime, through Johnny Cardoso, Antony and Isco, on Monday night before Cristhian Stuani struck an 88th minute consolation for hosts Girona.
Pellegrini said afterwards: "Well, it was a very complete game. We went out looking for it from the start, not letting them get ahead.
"We knew they were on a bad run, they weren't very confident, and it was important to make them feel like we were coming to win the game. We went out looking for it from the first minute, and we scored those three goals very well, and we had even more opportunities.
"This group always reflects enthusiasm and ambition. This season we're fighting on two fronts, which isn't easy. We've just played and qualified on Thursday, which is a significant psychological drain, but the entire squad has responded. We still want to go as high as possible. We'll see how far we can go."
Antony transfer plans
Pellegrini was also asked about Manchester United loanee Antony, who was again on the scoresheet for Betis.
He replied: "Well, we'll see what happens next season. We have 18 points left, six more games this season, and also the Conference semi-final. I see Antony very involved in the team, in the group, in the institution.
"We would all be happy for him to stay, but now we have to focus on the present, and the present is Valladolid."