Pellegrini started the game in an unfamiliar left-wing role, and was withdrawn with 10 minutes remaining for Federico Bonazzoli.
The 3-1 win left Luigi Di Biagio's side second in Group A, with Spain's 5-0 win over Poland ensuring they topped the group - and secured their place in the semi-finals - on goal difference.
Italy must now wait on results in the other groups, to see if they progress as the best runners-up.
The result of France's game against Romania will be particularly significant - with a draw guaranteeing Italy's elimination from the tournament.
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