Los Che have started their European campaign in mixed fashion, recording a win and a loss in their opening two fixtures, but it is the Belarusian champions who have emerged as the tournament's surprise package after beating Bayern Munich and Lille.
However, the 41-year-old coach is not interested in the fortunes of his side's forthcoming opponents, instead stressing the confidence he has in his squad.
"I'm just thinking of my team," Pellegrino declared at a press conference. "The teams that have won the games have deserved to. Luckily, the pitch always puts everyone in their place.
"I will choose the best 11 and I can guarantee that we will compete. We are Valencia and with our quality and our weapons we to have take the game forward."
The former Liverpool defender then gave an update on the fitness of trio Vicente Guaita, Jeremy Mathieu and Nelson Valdez, all of whom are carrying knocks.
"I don't know why Guaita had this nausea after the trip," he added. "We'll wait and see how it goes in the coming hours.
"Mathieu is in pain. Hopefully he can recover from his ailment. Valdez suffered a little overload on his hamstring and was withdrawn from training. We believe he can improve in 24 hours so we have brought him."
And despite wishing to only discuss Valencia's fortunes, he did acknowledge the threat of former Barcelona and Arsenal man Aleksandar Hleb.
"They are a very well-balanced team and have some interesting players, some well known like Aleksandar Hleb. But now is not the time to talk about players I'd like to have."