Los Merengues managed a lucky 1-0 win against Racing Santander on Saturday as Santander had a goal incorrectly ruled out by the linesman.
Pellegrini told Marca: “We began well, but then we did not consolidate our lead.
“We have to improve. We have won by bigger margins at the Bernabeu playing worse than today.
“I believe the difference between the two teams was greater than one goal. It is always a dangerous lead but we had a lot of chances to score more.
“We hit the post twice. I am happy with the three points and with our defensive security.
“It is always hard to return after 15 days.
“We suffered a tough elimination from the Copa Del Rey and the team bounced back well.”
