Betis won the first-leg of their Europa Conference League playoff 2-0 via goals from Ezequiel Avila and Rodri.
Pellegrini later said: "Positive conclusions, we took the victory with a two-goal advantage, a clean sheet to have more confidence in what we do. Maybe we had a few more chances, but the season is starting and it is difficult to adjust the technical part.
"I found the team's attitude very valuable, the desire to get a good result. Now we have to ensure in 90 minutes at home to go to the next round of the Conference. In any case, there are always aspects to improve and one of them is to have. a little more calm in finishing the offensive volume we created."
On the great game by Diego Llorente, Pellegrini also said: "Yes, Diego played a very good game, he won a lot of aerial balls where they are important, he won most of the crosses with Natan. When we keep a clean sheet it is because the whole team works well defensively and how much.
"The closer they get to our goal, the more responsibility they have. In that I am both happy for Diego and for Natan, who has just arrived. It was a positive game in all aspects in general terms."
On the second-leg, he added: "We have to avoid surprises by playing a good game, not with the score we got today away from home. Of course it helps to have a two-goal advantage, but if you play thinking about that, you lose characteristics.
"At home we have to go for the game from the first minute regardless of the advantage we have and try to win, which also gives security to what we do at home."