West Ham appointed Pellegrini and backed him with £100 million in the summer.
But West Ham turned things around with wins over Everton, Macclesfield and Manchester United and a draw against unbeaten Chelsea.
Defeat to Brighton last time out served as a stark reminder the East Londoners cannot afford to take their foot off the gas against so-called lesser teams.
A change of system with three in midfield has been the bedrock of West Ham's change of fortunes with Declan Rice, Mark Noble and Pedro Obiang operating well together until the Brighton defeat.
Pellegrini's central midfield options are limited, though, after he allowed Cheikhou Kouyate leave for London rivals Crystal Palace and shipped out Edimilson Fernandes to Fiorentina only for their replacements Jack Wilshere and Carlos Sanchez to pick up long-term injuries.
The decision to let Kouyate and particularly the young and energetic Fernandes go wrankles with many Hammers fans.
And it still hurts Hammers star Arthur Masuaku too, if an interview with the club's official website is anything to go by.
"Me guys I still miss them. This is Edi, me and Cheik two years ago in training," Masuaku told whufc.com holding up a picture of the trio on his phone.
"I miss these boys man. They are like my brothers. I miss them."
West Ham do too in light of the injuries to Wilshere and Sanchez.
Yes injuries are unfortunate and all clubs get them during the course of a season.
But cynics would say it was inevitable Wilshere would get injured given his dreadful luck with fitness over the years.
Others were far from impressed with the signing of 32-year-old journeyman Sanchez, who flopped at Aston Villa.
His biggest contribution before picking up what looks like a season-ending injury was to gift Wolves a last minute winner in the 1-0 defeat at the London Stadium.
Kouyate has been on the wane at West Ham. But Fernandes had shown great promise and supporters were disappointed he was loaned to Fiorentina who also have the option to make the move permanent, a clear indication he does not figure in Pellegrini's plans.