Alberto Moleiro (above) had Las Palmas ahead before Giovanni Lo Celso struck again for Betis.
Afterwards, Pellegrini said: "In the second half we controlled the game with very clear chances, like Bakambu's goal, which was the clearest. In the first half we were more dangerous inside the area but we didn't finish well.
"They are a team that plays very well with the ball, that has good exits. At first we tried to wait back but after the goal we pressed higher and started to accumulate the ball more frequently."
On Assane Diao's performane, he continued: "Assane's merit is not only in his assists. He has improved a lot compared to last year, he dominates the play much more, and the situation does not dominate the player. That calmness comes from experience and I hope he continues to improve a lot."