The Spain worldwide has made an impressive start to his Premier League career, but has scored only once in his last five matches and was rested for Tuesday's 3-1 win over Huddersfield with Antonio Conte opting to select Eden Hazard in a false nine position.
For many Southampton supporters, the Leicester defeat was the final straw for Pellegrino but the manager has recognised the poor performance and is expecting a swift reaction by his players for the trip to Chelsea on Saturday, "Not too many players are in this situation".
"The player is working apart [from the squad]".
The Saints were beaten 4-1 in front of their own fans on Wednesday evening against their former boss's new side, Leicester City, whilst Antonio Conte's Chelsea was dominating against Huddersfield Town the day before.
"This is a serious problem but we hope to solve this problem soon".
"To stop this, I think it's right to call the doctor and to have a conference with the doctor", he said. Every player wants to enjoy the training session, to try and put the coach in difficulty with his choices. Then, it's normal when you are in a great team there is a lot of competition.
"He's better", Conte said of Morata. "He has this pain in his back, but he's in contention for tomorrow's game".
Conte warned Europe from the destructive team Man City is building, saying, "We must pay great attention - not only in England - because Man City is building a strong team to lead in Europe". I really think it's helped my heading game because I practiced this all the time with my dad.
Alvaro Morata continues to be Chelsea's main goal threat, with nine in 15 games this season, although Tiemoue Bakayoko, Willian and Pedro were all on target last time out for the Blues, and the mercurial Eden Hazard has also bagged five goals this season. Or do they just have players who are mentally focused and can deliver in key moments? They're a good team.