Pellegrino could be named Southampton's new boss this week.
The erstwhile Argentina centre-back had an impressive year in the Basque County, leading the newly promoted side to ninth in La Liga and the final of the Copa del Rey.
But if Pellegrino was to arrive at St Mary's this summer, could any of his stars follow him to the south coast?
We've picked out three likely targets...
Zouhair Feddal [Alaves]
Late bloomer Feddal has impressed since returning to La Liga two years ago, first with Levante, following spells in Morocco and Italy. Born in the former nation but brought up in Barcelona, the centre-back is said to have been of interest to several of the Saints' Premier League rivals, including Everton, Crystal Palace and West Bromwich Albion last summer, and could fill the void set to be left by Virgil van Dijk at St Mary's.
Theo Hernandez [Atletico Madrid]
The off-field controversy magnet is expected to sign for Real Madrid from neighbours Atletico in the coming weeks, having spent the past campaign impressing under Pellegrino at Alaves. The 19-year-old left-back could be the perfect short-term replacement for Ryan Bertrand at Southampton - assuming his services aren't immediately required by Real, who could lose Fabio Coentrao.
Marco Llorente [Real Madrid]
Another of Pellegrino's impressive loan recruits, Llorente is due back at Real Madrid this summer, after dazzling in the Alaves engine room in 2016-17. The 22-year-old could restore some of the bite Southampton have been lacking since Victor Wanyama's 2016 transfer to Tottenham Hotspur.