The Italian is the club's top goalscorer in the Premier League this season.
The 30-year-old has not played for Ronald Koeman's side since mid-December when he featured in the 2-0 home defeat to Tottenham, but could be back for the next week's game against Watford (via Echo).
While Pelle has not quite hit the same standards of last season - where he scored 12 goals to help the Saints qualify for the preliminary rounds of the Europa League - the Italian remains the side's top goalscorer with six strikes to his name in the Premier League.
A cup run may not have been high on Ronald Koeman's list of priorities, with the side languishing in the bottom-half of the league table, but he would have been hoping to have Pelle available to help end their disappointing recent run.
The Saints have registered just one win in their last nine games in all competitions, and would have wanted to go into the midweek game against the Hornets with some confidence. Without Pelle, it seems most likely that Shane Long will be relied upon to help Koeman's men book their place in the next round.