Real Madrid managed to beat Sporting Gijon 3-1 on Saturday.
Pellegrini told Marca: “We played badly in the first half.
“We improved at the start of the second half, but did not have the creativity to break them down. We scored three goals, but I am not happy with the performance.
“Sporting defended well, and were dangerous on the counter. It was a tough game.
“It was our first match at the Bernabeu after the Champions League loss.”