Pellegrini was among the scorers from the penalty spot as Luigi Di Biagio’s side came from behind to beat Spain 3-1 in their European Under-21 Championship opener on Sunday.
However, Spain were highly critical of what they perceived as Italy’s over-physical approach during the game in Bologna.
Spain Under-21 captain Jesus Vallejo said Italy were “very dirty” and claims defender Arturo Calabresi should have been sent off rather than booked for an early foul on Dani Ceballos.
Pellegrini, though, has hit back and says the Spanish players could learn a bit about the physical side of the game.
“The Spanish players have to understand that there is physical contact in football. Last night, many of them were exaggerating contact,” said the Roma midfielder.
“Hats off to them when talking about technical quality, but for everything else, they really ought to be learning from us.”
Pellegrini also dismissed Spain’s complaints about the penalty, which was awarded following a VAR check after he was pulled back by Carlos Soler in the area.
“I was convinced it was so clear that the referee would blow the whistle even without the need for VAR,” added the 22-year-old. “It’s true, the foul began outside the box, but I kept going for a few more metres in the hope I could still reach Riccardo Orsolini’s cross.
“There are three penalty takers in the squad, it’s me and Federico Dimarco first, then Orsolini. I felt ready and so I took it.”
Next up for Italy is a match against Poland on Wednesday, where a victory would all but seal their place in the semi-finals.
Pellegrini believes the Azzurrini are well placed to improve on their run to the last four at the 2017 tournament but has warned his teammates against complacency.
“We are certainly in better shape now at Under-21 level than we were two years ago, but if we lose tomorrow against Poland, then everything changes again, so we must remain concentrated,” he added.
“We are a little more confident now and it’s good that at half-time against Spain we told each other the important thing was to keep playing our football, whatever happened.
“It was a real step forward, but if we don’t win the next game, it’ll feel futile.”