He played 12 times for the Reds in the Premier League – 13 overall – but his performances were not enough to secure a longer contract, and he was released by the club at the end of the season. He was cup-tied for the Champions League campaign, and did not feature in the victory over A.C. Milan in the final of the competition. Afterwards, Pellegrino returned to Spain, having an unassuming stint with Deportivo Alavés (fewer than half of the matches played, first division relegation). International Pellegrino earned three caps for Argentina, all during 1997. He was picked for the squad at that year's Copa América and made his debut in the continental tournament against Ecuador in the group stage. Coaching career After retiring in June 2006, Pellegrino stayed connected with Valencia, coaching its Cadete B (youth team). Two years later he decided to return to Liverpool, who still had Benítez in charge, as first-team coach, a position in which he remained until the middle of 2010 as the pair moved to Inter Milan. In December 2010, as Benítez resigned from his post, Pellegrino was also dismissed. On 7 May 2012 he was appointed at former club Valencia, signing for two years as a replacement for Unai Emery who left at the end of the season. On 1 December 2012, following a 2–5 home loss against Real Sociedad which left the side in 12th place, Pellegrino was relieved of his duties. He subsequently returned to his country, signing with Estudiantes de La Plata. On 14 April 2015, Pellegrino was sacked by president Juan Sebastián Verón. In June, he was appointed at fellow league team Club Atlético Independiente. Pellegrino returned to Alavés on 26 June 2016, being named José Bordalás's successor as the club had just been promoted to the top flight. In his first season he qualified the team for the final of the Copa del Rey for the first time ever, after a 1–0 aggregate defeat of RC Celta de Vigo; in the decisive match, played in Madrid, they lost 3–1 to Barcelona. On 23 June 2017, Pellegrino was appointed manager of Southampton on a three-year contract. He was dismissed the following 12 March, with the team at risk of relegation after winning one of their last 17 matches. Pellegrino returned to the Spanish top division on 2 June 2018, signing a one-year deal with CD Leganés. In October