Though born in Milan, Pelligrini grew to adolescence in Eritrea, attending Italian schools, before returning to Italy with her adoptive father in the 1970s.[1] She made her film debut in 1973 in Il brigadiere Pasquale Zagaria ama la mamma e la polizia but her career was launched by Pier Paolo Pasolini, who chose her for the role of Zumurrud in Arabian Nights (1974); she also appeared in Pasolini's last film, Salò, or the 120 Days of Sodom (1975).[1]

About her Pasolini wrote: "When I noticed a half-caste Eritrean-Italian, I almost cried looking at her small, somewhat irregular features, perfect as those of a metal statue, hearing her chirpy, interrogatory Italian, and seeing those eyes, lost in a pleading uncertainty."[2]