Early career Pellegrino started his career in
Drammen FK, before moving to
Bærum SK at the age of 22. Bærum played in the
2012 Norwegian First Division, was relegated that year, but won promotion again in 2013. In the summer of 2014, Pellegrino signed for top-tier club
Lillestrøm SK. He made his league debut for the club in August 2014 against
FK Haugesund. Following a tenure completely without league goals, he went on to
Mjøndalen IF in the summer of 2015, but the club was relegated the same year. After failing to win promotion with Mjøndalen in 2016 and 2017, he achieved his childhood dream by signing a two-year contract with his home town Eliteserien club
Strømsgodset on 20 November 2017. After being played mostly on the wing, he failed to succeed in Strømsgodset and was sold to Kristiansund in the 2019 season. There, he prospered with the team, and scored 33 goals in 39 league matches.
Damac On 25 January 2021, he moved from
Kristiansund to
Damac in the
Saudi Pro League for an undisclosed fee. He scored his only goals for the club in a 3–2 win over
Al-Nassr in the
Pro League on 9 April 2021.
Bodø/Glimt He returned home to Norway on 17 August 2021 to join
Bodø/Glimt on a free transfer. There, he found his place in the team, scoring 35 goals in his first 58 matches in all tournaments, including 9 in 21 matches in Europe. In his first season at Bodø/Glimt, he helped the club retain their title as Eliteserien champions with a 3–0 win over
Mjøndalen in the final match of the league season. Pellegrino netted 25 times during the
2022 Eliteserien season to finish as the league's top scorer, nine more goals than the league's second top scorer, teammate
Hugo Vetlesen. Pellegrino finished the
2023 Eliteserien season as the league's top scorer again with 24 goals. He was also named the league's player of the year as the club won their third league title in just four years.
San Diego FC On 22 August 2025, he was acquired by fellow MLS club
San Diego FC. ==International career==