Real managed their eighth straight league win following a goal from Cristiano Ronaldo and a hat-trick from Gonzalo Higuain.
Pellegrini said: “I’m happy with how the team responded but there are many shortcomings to be corrected but we are increasing our football and scoring ability.
“We now have seven or eight wins scoring more than three goals. Today we scored four in a venue that in the past had not been favourable.”