Luis Zubeldia was the man tasked with replacing Pellegrino, but the 36-year-old was sacked just four games into the 2017-18 campaign after a disastrous start saw the club lose their first four league fixtures without scoring a single goal.
Interim manager Javier Cabello was in the hotseat for Wednesday's trip to Deportivo La Coruna, but the same problems were still on display as a 1-0 defeat made it five straight losses at the start of the new campaign.
Alaves have not scored a single league goal this season, although they are not actually bottom of the table, with Malaga currently propping up the division after their own disastrous start to the campaign.
The Basque outfit were playing third-tier football as recently as 2013, and there is a genuine fear that the club could be heading for the drop this season. At the moment, it is difficult to see where the first win is coming from.
Indeed, two of Alaves's next three matches are against Real Madrid and Real Sociedad, which makes next weekend's trip to Levante a massive fixture. They will not welcome a free-flowing or particularly confident Madrid on Saturday, however - rather a team in desperate need of three points for their own reasons.
Recent form: LLLLL
For the first time since Zidane took charge of Real Madrid, there are questions being asked of the Frenchman.
That seems ridiculous after back-to-back Champions League titles, in addition to wresting La Liga away from Barcelona last season, but all is not well at the Bernabeu following an extremely lacklustre start to the 2017-18 campaign.
Real Madrid opened their title defence with a strong 3-0 success at Deportivo, but were then held by Valencia and Levante in back-to-back home matches.
An impressive 3-1 victory at Real Sociedad arrived last weekend, but the Spanish champions failed to build momentum as they lost 1-0 to Betis at the Bernabeu on Wednesday night.
Cristiano Ronaldo was back after serving his domestic suspension, but the Portuguese could not inspire his team in Madrid. The match looked to be heading for a goalless draw, but Antonio Sanabria came up with an incredible Betis winner in the fourth minute of stoppage time.
As a result, Real Madrid have dropped points in two of their five league games this season. They sit down in seventh position in the table, already seven points behind league leaders Barcelona, who have a 100% record at this stage.
Barcelona travel to Girona on Saturday night, and any slip for Madrid at Alaves would hand Ernesto Valverde's side the chance to open up what could prove to be an unassailable lead at the summit.
There is a lot of pressure on Madrid and indeed Zidane entering this weekend's match, and anything other than all three points would lead to more questions.
Recent form: WDDWL
Recent form (all competitions): WDDWWL
As for Real Madrid, Marco Asensio is pushing for a start after coming off the bench against Betis on Wednesday night, and the Spain international could join Ronaldo and Gareth Bale in the final third of the field.
Elsewhere, it is expected to be the same team that started the Betis fixture, with Toni Kroos joining Luka Modric and Casemiro in the middle of the park. There is a slight concern over Marcelo, however, and Nacho is on standby to feature at left-back.
Alaves possible starting lineup:
Pacheco; Martin, Ely, Maripan, Duarte; M.Garcia, Torres; Franco, Pedraza, Ibai; Munir
Real Madrid possible starting lineup:
Navas; Carvajal, Ramos, Varane, Marcelo; Kroos, Casemiro, Modric; Asensio, Ronaldo, Bale
Head To Head
Alaves have lost each of their last seven league meetings with Real Madrid, including a 4-1 defeat in this particular fixture last season.
They also lost 3-0 at the Bernabeu last term, and have not beaten Los Blancos in La Liga since May 2000 – a 1-0 victory in the Spanish capital.
The last time that Alaves avoided defeat on home soil to Real Madrid came during the 2001-02 season, when the two teams played out a goalless draw.
We say: Alaves 1-3 Real Madrid
Real Madrid have struggled in the early stages of the 2017-18 La Liga campaign, but we are backing the champions to return to winning ways this weekend with a comfortable 3-1 victory in the Basque Country.