That latest setback left Saints languishing just one place and one point above the relegation zone.
Pellegrino's Saints side had only won one of the last 17 league matches as well - form which led to the south coast club severing ties with him.
In a statement released yesterday the club said that assistant manager Carlos Compagnucci and assistant first-team coach Xavier Tamarit had also parted company with the club.
They are in the FA Cup quarter-finals but have five away games out of their last eight in the league.
Mark Hughes also led Fulham to an eighth-place finish in 2010-11
"He has never been relegated as a Premier League manager".
The team, who are now one point outside the relegation zone, have taken on the form of their coach in recent months in that they've become nearly entirely anonymous, with no recognisable approach or identity to speak of.
Hughes has been out of work since being sacked by Stoke City in January, but the club had previously recorded three consecutive finishes of ninth before sliding last season to 13.
Former Watford boss Marco Silva was instantly linked with a swift return to the top flight, but he is no longer the favourite to take the job.
Now, it's claimed that Southampton are turning their attention to Celtic boss Rodgers, and may hope to lure him back to the Premier League after almost two years in Scotland.
FM Jaitley files nomination for Rajya Sabha elections in Lucknow
Katiyar had also claimed that Taj Mahal stands at the site of a temple and suggested that it should be re-named Tejo Mandir. With their current strength in the assembly, two candidates of the Congress and one from BJP can get elected comfortably.