The 24-year-old impressed from the bench against West Bromwich Albion last time out and is rewarded with just a second top-flight start of the campaign, taking over from Shane Long in attack.
Pellegrino has made two other changes following the 1-0 win over Albion eight days ago, with Wesley Hoedt replacing Maya Yoshida in the heart of defence and James Ward-Prowse coming in for the injured Mario Lemina.
In terms of the home side, who have lost just two of their last seven Premier League matches, boss Chris Hughton sticks with the same XI that helped the Seagulls to a 3-0 triumph against West Ham United.
Brighton & Hove Albion: Ryan; Bruno, Duffy, Dunk, Bong; Knockaert, Stephens, Propper, Izquierdo; Gross; Murray
Subs: Krul, Hemed, Goldson, March, Schelotto, Suttner, Brown
Southampton: Forster; Soares, Van Dijk, Hoedt, Bertrand; Romeu, Davis; Tadic, Ward-Prowse, Boufal; Gabbiadini
Subs: McCarthy, Yoshida, Stephens, Hojbjerg, McQueen, Redmond, Long