When the Kingdom of Italy entered World War I on 24 May 1915, he held the rank of lieutenant; having developed an towards aviation, he attended the Naval School of Aeronautics of Taranto, obtaining a license of seaplane pilot in June of the same year.

During the war he held various positions and was in command of some squadrons of the Naval Air Auxiliary Service, distinguishing himself for courage and technical ability.

On 3 June, two Austro-Hungarian seamen of Italian origin decided to desert and stole a Lohner L seaplane, which they flew across the Adriatic Sea, landing near Fano, where they were captured; Pellegrini, along with sub-lieutenant Alberto Briganti, was sent from Ancona with the task of recovering the aircraft.

Between 1 July and 12 August 1933 he took part, as deputy commander, in the Decennial Air Cruise, from Rome across the Atlantic to Chicago and New York organized by Minister of Aviation Balbo.

[3][4][5] In view of Italy's entry into World War II, on 16 May 1940 he assumed the position of commander of the 3rd Air Fleet, with headquarters in Rome.