On April 18, 2008, Pejić became a head coach for the Borac Banja Luka after Slobodan Nikolić got fired.

[4] Prior to start of 2016–17 season, Pejić was named as a head coach for the Lovćen 1947 of the Montenegrin League.

[5] In January 2018, Pejić was named head coach for KK Bosna Royal of the Basketball Championship of Bosnia and Herzegovina.

[7] During the 2018–19 season, Pejić coached the Tbilisi-based team BC Vera of the Georgian A-Liga (2nd tier).

In October 2019, Pejić became a head coach for Satria Muda Pertamina of the Indonesian Basketball League.