Raul Moro struck a first-half winner to win the game between the two promoted clubs.
Pezzolano later said: "We got the three points. We were talking about how at home we have to become stronger and hopefully we can maintain it during the championship.
"Very happy with how we did. We had control of the game with and without the ball. I saw a very serious team and I am very happy for the players.
"Without a doubt this is what I want. The past is known by what was done. I am very happy with the fans and I hope they are happy with the team. I hope to maintain this communion with the fans over time. Real Valladolid is going to be a tough team and that's what I want people to see.
"I spoke in the locker room that it had to be like the last game of the championship. The important thing is that all the players represent us. That they give their life, their maximum. That is what we are seeing every day."