Pellegrino asks for consistency from Valencia
The six-time Spanish champions are unbeaten at home in nine league games but it is their terrible away form that has caused plenty of concern.
Valencia are winless on the road in the league since March 18, when they thrashed Athletic Bilbao.
"Every game is important as the season progresses and the irregularity that we have shown in the beginning of the league," Pellegrino said.
"No doubt that is important for us because we played well against the teams at the top of the table.
"It creates a very good track record then creates nice games for us. It is a great opportunity and I think it will be a great game."
However, Argentine Pellegrino is expecting an enjoyable game against high-flying Atletico, and is relishing his team's opportunity to showcase their qualities.
"It is the truth that we have a very good track record both in the Europa League last year, and in the beginning of this (season)," he said.
"So it's not a fluke and is not the result of a single player.
"It is a team that clearly must be evaluated, and we will definitely face a very strong opponent in the Mestalla.
"It is a good test for us and it is a great opportunity for us to show what we are capable of."