After brief spells back in Italy with Parma and Sampdoria, he returned to the Dutch top flight, where his consistent scoring for Feyenoord earned Pellè an £8 million transfer to Southampton in July 2014.

In the summer, he participated in the 2005 FIFA World Youth Championship with the under-20 team, scoring four goals in an eventual quarter-final exit,[5] and returned to Lecce for the 2005–06 campaign, only to be loaned again in the winter transfer window, again to the second division, now to Crotone.

He stated in an interview that he had a choice of staying at Lecce, who would loan him to Palermo, but chose the Alkmaar club instead because of its willingness to give chances to young players.

[7] In February of the following year, he netted twice in a 3–0 home success over Groningen,[8] but was overall sparingly used by the North Holland side over the course of four Eredivisie seasons, being released in June 2011.

[10] On 31 January 2012, Pellè joined Sampdoria on loan in the second division, scoring 4 goals in 16 appearances for the club to help it earn promotion back to Serie A for 2012–13.

[26] On 2 March, he opened the scoring with a header from a Bruno Martins Indi cross, but retrospectively received a red card for an elbow to the face of Joël Veltman and a four-match ban as Feyenoord fell 2–1 to rivals Ajax.

[30] Pellè signed a three-year deal for £8 million with Premier League side Southampton in July 2014, reuniting him with his former AZ and Feyenoord coach Ronald Koeman.

[36] On 27 September, Pellè won a match for Southampton against Queens Park Rangers with an overhead kick, which was later deemed "world class" by opposing manager Harry Redknapp.

[39] He scored another brace in a League Cup victory over Stoke City on 29 October, helping his side reach the quarter-finals of the competition for the first time in ten years.

[41] Two weeks later, in a 2–2 draw against Tottenham Hotspur, Pellè scored both goals for his team; a strike after overpowering Ben Davies, and a header from a cross by Shane Long.

[42] Pellè scored Southampton's first goal in a European competition since 2003 when he opened a 3–0 Europa League third qualifying round home leg win over Vitesse on 30 July 2015.

[52] Pellè scored four goals for Italy under-20 at the 2005 FIFA World Youth Championship in the Netherlands, including a brace in their 4–1 group stage win over Canada.

[54] After a successful loan spell with Cesena, Pellè earned a call-up to the Italian under-21 side at the 2007 UEFA European Under-21 Football Championship, where he collected three appearances, all as a substitute.

[58] He netted a second goal in the 29th minute on his third appearance on 31 March 2015, heading Italy into the lead in a 1–1 friendly draw against England at Juventus Stadium in Turin.

[62] In Italy's opening game, on 13 June against Europe's top-ranked team Belgium in Lyon, Pellè played the full match and volleyed a strike into the back of the net in added time for a 2–0 win.

[63] In the round of 16 at Stade de France in Paris on 27 June, he struck a volley in the 91st minute to give the Azzurri a 2–0 win over defending champions Spain.

[69] Described as a traditional "target-man" with an eye for goal,[70] Pellè is a large, strong and hard-working striker who excels in the air due to his height and physical attributes.

[71][72][73] Labelled as a "late bloomer" by sportswriter James Horncastle,[74] Pellè's playing style and characteristics have led him to be compared to compatriot Luca Toni in the Italian media.