The Giallorossi eventually ran out 2-0 winners at the Stadio Olimpico, as Henrikh Mkhitaryan added a second early in the second half to cap off a comfortable 90 minutes for Jose Mourinho's side.
A clean sheet would have further pleased Mourinho, who had raised some concern before the game about his team's defensive performances. But the hosts were never unduly threatened as they eventually clinched a valuable three points.
If anything, the main doubt was how and when Roma might break the deadlock, with Empoli initially defending diligently to prevent the hosts getting a clear sight of goal.
Pellegrini - who was one of those players to be thwarted on more than one occasion - eventually came up with the answer, however: as he latched onto Mkhitaryan's clever pass before steering a low drive home.
Having signed a new long-term contract with the club on Saturday, the midfielder celebrated his strike by running to the Curva Sud.
Mkhitaryan then doubled the advantage immediately after the restart, although in truth much of that was down to Tammy Abraham. The striker weaved his way into the box before lashing a thunderous drive off the underside of the crossbar - leaving Mkhitaryan with a chance to finish he duly snaffled up.
From then on it was plain sailing for the Giallorossi, who return to action in two weeks' time against Juventus in Turin.
ROMA 2-0 EMPOLI
SCORERS: Pellegrini (42'), Mkhitaryan (48')
ROMA (4-2-3-1): Rui Patricio; Karsdorp, Mancini, Smalling (Ibanez), Vina (Calafiori); Veretout, Darboe (Cristante); Zaniolo (El Shaarawy), Pellegrini, Mkhitaryan (Zalewski); Abraham
EMPOLI (4-3-1-2): Vicario; Stojanovic, Viti, Romagnoli, Marchizza; Zurkowski (Bajrami), Ricci, Bandinelli (Haas); Henderson (Stulac); Pinamonti (Mancuso), Di Francesco (Cutrone)
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