Pellegrini is a former member of the London-based art collective ARC group.
In 1988 he and other ARC members lived and worked in a large art house in the Highgate area, known as Chumley Dene.
Later he took part in building large-scale installations in London, Milan, Genoa and Budapest until the group fell apart in the autumn of 1991.
In 2001 he curated a show for the Oreste room in the Italian Pavilion at the Venice Biennale.
Pellegrini also took part in a number of exhibitions in museums and private galleries, including "Contagious" at the Malmö Museum in 1996, the 8th International Photography Biennial in 1999 and the 3rd Tirana Biennale in 2003.