Ronald Koeman's first game in charge saw Southampton defeat EHC Hoensbroek 4-0 on Tuesday and Pelle - who joined from Feyenoord on a three-year deal last Saturday - played his part in ensuring that winning start continued at the Stedelijk Sportstadion.
Fellow new recruit Dusan Tadic made his second Southampton appearance but, interestingly, there was no place for Liverpool target Dejan Lovren in the squad, while full-back Nathaniel Clyne sat out with a slight groin strain.
Pelle opened the scoring with a close-range effort in just the fifth minute, before showing his clinical instincts to make it 2-0 just after the half-hour mark.
There was no let-up in the second half, as youngster Sam McQueen and a Tom Weerts own goal put the Premier League club in cruise control.
Emmanuel Mayuka then made it 5-0 from the penalty spot and Sam Gallagher rounded off the rout in the closing stages.
Pelle got involved with the action immediately and his chest down was almost finished by James Ward-Prowse only for the midfielder to see his shot parried by Dylan Swinnen.
That made little difference, however, as two minutes later Pelle calmly finished Lloyd Isgrove's centre from close range.
The Italian was celebrating again in the 32nd minute when he turned home Jason McCarthy's superb cross from the right-hand side.
Southampton made wholesale changes at the break but it did not disrupt their flow, as McQueen grabbed his second goal is as many games when he headed home Calum Chambers' delivery just shy of the hour mark.
Weerts then diverted Harrison Reed's cross past his own goalkeeper, before a handball in the area gave Mayuka the chance to make it 5-0 with just over 10 minutes remaining.
The Zambian - who spent last season on loan at Sochaux - duly converted the spot-kick, before Gallacher slotted home the rebound from Billy Sharp's saved effort three minutes from time to wrap up a productive run-out for Southampton.
