Pellegrini has had a poor start to his job as Real Madrid coach since taking charge over the summer.
Raul insists the players have complete faith in the ability of the former Villarreal boss.
“Pellegrini knows this league well. He knows what he wants, he likes good football, he likes his teams to maintain possession and he tells us that all the time,” Raul told Real’s official website.
“His ideas go hand-in-hand with Real Madrid’s and the history of the club. Time will show that Pellegrini is right and he will build a championship team.”